+1,042.0%
CFFI vs SPY
+1,035.6%
+6.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | +8.8% | +0.1% | +8.8% | +8.8% |
| 3M | +31.2% | +2.0% | +29.2% | +29.9% |
| 6M | +28.7% | +13.0% | +15.6% | +22.6% |
| YTD | +32.4% | +13.5% | +18.9% | +26.0% |
| 1Y | +35.2% | +20.0% | +15.3% | +26.1% |
| 3Y | +95.8% | +77.2% | +18.6% | +60.2% |
| 5Y | +107.8% | +81.9% | +25.9% | +66.3% |
| 10Y | +201.1% | +314.1% | -112.9% | +93.1% |
| All | +1,042.0% | +1,035.6% | +6.3% | +508.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling