+1,004.5%
CFFN vs SPY
+850.4%
+154.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | +2.9% | +0.5% | +2.4% | +2.6% |
| 30D | -0.9% | -0.9% | 0.0% | -0.4% |
| 3M | +12.5% | +3.9% | +8.6% | +9.9% |
| 6M | +28.7% | +14.5% | +14.2% | +18.9% |
| YTD | +34.2% | +12.9% | +21.3% | +25.0% |
| 1Y | +43.2% | +19.4% | +23.8% | +29.2% |
| 3Y | +85.8% | +78.5% | +7.3% | +33.8% |
| 5Y | +7.8% | +81.8% | -74.0% | -23.9% |
| 10Y | +17.2% | +311.5% | -294.4% | -46.9% |
| All | +1,004.5% | +850.4% | +154.1% | +227.0% |
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