-76.2%
CFND vs SPY
+21.0%
-97.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +1.0% |
| 7D | -6.8% | -0.9% | -5.8% | -5.6% |
| 30D | -16.6% | -2.4% | -14.3% | -13.6% |
| 3M | -22.5% | -1.2% | -21.3% | -20.6% |
| 6M | -36.9% | +3.3% | -40.2% | -38.6% |
| YTD | -54.9% | +12.3% | -67.2% | -60.0% |
| 1Y | -67.5% | +12.4% | -79.9% | -71.3% |
| All | -76.2% | +21.0% | -97.3% | -79.7% |
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 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