+306.8%
CFG vs SPXU
-99.5%
+406.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.3% |
| 7D | -0.6% | +1.3% | -1.8% | 0.0% |
| 30D | -4.5% | +5.1% | -9.7% | -2.2% |
| 3M | +6.3% | -9.1% | +15.5% | +2.7% |
| 6M | +20.6% | -29.6% | +50.2% | +5.1% |
| YTD | +21.2% | -27.7% | +48.9% | +7.8% |
| 1Y | +38.2% | -37.0% | +75.1% | +16.7% |
| 3Y | +185.9% | -80.2% | +266.1% | +65.0% |
| 5Y | +97.0% | -86.0% | +183.0% | +19.6% |
| 10Y | +306.8% | -99.5% | +406.4% | -19.9% |
| All | +306.8% | -99.5% | +406.3% | -19.9% |
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