+206.6%
CFG vs SPXU
-99.5%
+306.1%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.3% |
| 7D | +1.6% | -9.4% | +11.0% | -2.5% |
| 30D | +3.3% | +7.4% | -4.2% | +7.5% |
| 3M | -11.5% | +6.2% | -17.7% | -8.1% |
| 6M | +6.2% | -7.2% | +13.4% | +4.8% |
| YTD | +14.3% | -26.8% | +41.0% | +3.2% |
| 1Y | +26.7% | -26.3% | +53.0% | +15.3% |
| 3Y | +187.8% | -80.6% | +268.4% | +64.0% |
| 5Y | +61.3% | -83.6% | +144.9% | +6.3% |
| All | +206.6% | -99.5% | +306.1% | -35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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