-67.1%
CFND vs SPY
+14.6%
-81.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -4.6% |
| 7D | -11.9% | -0.7% | -11.2% | -10.8% |
| 30D | -20.7% | -1.0% | -19.7% | -19.2% |
| 3M | -21.8% | -0.3% | -21.4% | -20.7% |
| 6M | -35.8% | +7.3% | -43.1% | -41.5% |
| YTD | -51.6% | +13.3% | -65.0% | -58.8% |
| 1Y | -67.1% | +14.8% | -81.9% | -72.5% |
| All | -67.1% | +14.6% | -81.7% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling