+5.9%
CFIT vs SPY
+32.2%
-26.3%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.1% | -2.7% | +2.8% | +0.6% |
| 30D | -0.7% | -5.4% | +4.7% | +0.4% |
| 3M | -2.0% | -4.1% | +2.1% | -1.2% |
| 6M | -2.4% | +0.7% | -3.1% | -2.6% |
| YTD | +2.2% | +8.7% | -6.4% | +0.7% |
| 1Y | +2.1% | +10.9% | -8.8% | +0.2% |
| All | +5.9% | +32.2% | -26.3% | +2.3% |
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