+147.8%
CFO vs SPY
+312.5%
-164.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -3.0% | -1.4% | -1.6% | -2.2% |
| 3M | +2.3% | +3.7% | -1.4% | -0.1% |
| 6M | +5.8% | +13.0% | -7.2% | -2.1% |
| YTD | +9.4% | +12.4% | -3.0% | +1.6% |
| 1Y | +10.9% | +18.5% | -7.6% | -0.3% |
| 3Y | +37.3% | +77.6% | -40.3% | -3.4% |
| 5Y | +19.3% | +81.7% | -62.4% | -17.7% |
| 10Y | +147.8% | +319.7% | -171.8% | -7.4% |
| All | +147.8% | +312.5% | -164.7% | -7.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling