-0.6%
CFFN vs SPY
+308.5%
-309.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | +0.7% | +3.3% | -2.6% | -1.7% |
| 30D | +3.5% | -2.7% | +6.1% | +5.4% |
| 3M | -3.8% | -1.7% | -2.0% | -2.7% |
| 6M | +12.3% | +3.1% | +9.2% | +9.6% |
| YTD | +30.3% | +11.9% | +18.4% | +19.7% |
| 1Y | +39.3% | +12.0% | +27.3% | +27.8% |
| 3Y | +95.9% | +78.2% | +17.7% | +29.3% |
| 5Y | -7.3% | +73.2% | -80.5% | -38.3% |
| All | -0.6% | +308.5% | -309.1% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling