+62.0%
CFG vs SPXU
-81.8%
+143.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.2% |
| 7D | -0.9% | +7.6% | -8.4% | +2.4% |
| 30D | +1.1% | +17.5% | -16.4% | +8.2% |
| 3M | -12.0% | +14.7% | -26.6% | -6.4% |
| 6M | -2.2% | -0.1% | -2.2% | -0.7% |
| YTD | +11.4% | -19.8% | +31.2% | +5.4% |
| 1Y | +27.8% | -23.7% | +51.6% | +19.1% |
| 3Y | +173.3% | -79.5% | +252.8% | +72.4% |
| All | +62.0% | -81.8% | +143.8% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling