+966.2%
CFFN vs SPY
+838.3%
+127.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.2% | +2.6% | -2.8% | -1.7% |
| 30D | +3.9% | -2.0% | +5.8% | +5.0% |
| 3M | -3.9% | -2.8% | -1.1% | -2.4% |
| 6M | +13.1% | +2.1% | +11.0% | +11.6% |
| YTD | +29.5% | +11.5% | +18.1% | +21.4% |
| 1Y | +40.3% | +13.5% | +26.8% | +30.1% |
| 3Y | +95.1% | +77.7% | +17.4% | +40.8% |
| 5Y | -7.8% | +72.6% | -80.4% | -33.0% |
| 10Y | +0.3% | +308.2% | -307.8% | -54.4% |
| All | +966.2% | +838.3% | +127.9% | +217.7% |
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