+39.4%
CFG vs SPXU
-38.3%
+77.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -0.6% |
| 7D | +2.7% | -1.5% | +4.2% | +2.2% |
| 30D | -3.7% | +3.7% | -7.4% | -2.4% |
| 3M | +9.5% | -9.6% | +19.0% | +6.6% |
| 6M | +22.2% | -32.4% | +54.6% | +6.9% |
| YTD | +22.3% | -28.7% | +51.0% | +10.2% |
| 1Y | +39.4% | -38.2% | +77.7% | +25.7% |
| All | +39.4% | -38.3% | +77.7% | +25.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling