-64.3%
CFND vs SPY
+19.4%
-83.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.1% |
| 7D | +12.8% | +0.5% | +12.3% | +12.1% |
| 30D | +8.1% | -0.9% | +9.0% | +9.8% |
| 3M | -2.5% | +3.9% | -6.4% | -6.8% |
| 6M | -18.9% | +14.5% | -33.5% | -30.8% |
| YTD | -37.1% | +12.9% | -50.1% | -45.1% |
| 1Y | -64.3% | +19.4% | -83.7% | -69.5% |
| All | -64.3% | +19.4% | -83.7% | -69.5% |
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