+237.0%
CFG vs SPY
+315.0%
-78.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | -0.2% |
| 7D | +0.3% | +0.1% | +0.2% | 0.0% |
| 30D | +3.2% | -3.3% | +6.5% | +7.8% |
| 3M | -9.7% | -2.4% | -7.3% | -6.9% |
| 6M | +3.6% | +2.6% | +1.1% | -0.5% |
| YTD | +14.7% | +11.2% | +3.4% | -1.3% |
| 1Y | +29.6% | +13.4% | +16.2% | +8.6% |
| 3Y | +190.6% | +79.9% | +110.7% | +29.6% |
| 5Y | +67.1% | +72.2% | -5.1% | -20.1% |
| 10Y | +237.0% | +307.3% | -70.3% | -51.4% |
| All | +237.0% | +315.0% | -78.0% | -51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling