-65.9%
CFND vs SPY
+22.4%
-88.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.4% |
| 7D | +14.4% | +0.1% | +14.3% | +14.4% |
| 30D | +6.4% | +0.1% | +6.3% | +6.7% |
| 3M | -0.3% | +2.0% | -2.3% | -2.1% |
| 6M | -19.1% | +13.0% | -32.1% | -29.5% |
| YTD | -35.3% | +13.5% | -48.9% | -43.7% |
| 1Y | -63.8% | +20.0% | -83.8% | -69.2% |
| All | -65.9% | +22.4% | -88.3% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling