+39.3%
CFFN vs SPY
+11.8%
+27.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +0.7% | +3.3% | -2.6% | -1.3% |
| 30D | +3.5% | -2.7% | +6.1% | +5.1% |
| 3M | -3.8% | -1.7% | -2.0% | -2.8% |
| 6M | +12.3% | +3.1% | +9.2% | +9.8% |
| YTD | +30.3% | +11.9% | +18.4% | +19.7% |
| 1Y | +39.3% | +12.0% | +27.3% | +28.2% |
| All | +39.3% | +11.8% | +27.6% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling