+8.4%
CFIT vs SPY
+37.3%
-28.9%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +0.9% | +0.5% | +0.3% | +0.8% |
| 30D | 0.0% | -0.9% | +0.9% | +0.2% |
| 3M | 0.0% | +3.9% | -3.8% | -0.7% |
| 6M | +3.4% | +14.5% | -11.1% | +0.9% |
| YTD | +4.7% | +12.9% | -8.2% | +2.3% |
| 1Y | +6.2% | +19.4% | -13.2% | +3.2% |
| All | +8.4% | +37.3% | -28.9% | +4.0% |
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