+5.8%
CFIT vs SPY
+36.1%
-30.3%
-4.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | 0.0% | +3.3% | -3.3% | -0.6% |
| 30D | -0.2% | -2.7% | +2.4% | +0.3% |
| 3M | -2.8% | -1.7% | -1.0% | -2.5% |
| 6M | -2.2% | +3.1% | -5.3% | -2.8% |
| YTD | +2.2% | +11.9% | -9.7% | 0.0% |
| 1Y | +1.7% | +12.0% | -10.3% | -0.5% |
| All | +5.8% | +36.1% | -30.3% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling