+151.5%
CFO vs SPY
+304.1%
-152.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.2% |
| 30D | +4.6% | -3.7% | +8.3% | +7.0% |
| 3M | +0.8% | -2.7% | +3.5% | +2.4% |
| 6M | +8.3% | +2.2% | +6.1% | +6.7% |
| YTD | +13.7% | +10.8% | +2.8% | +6.4% |
| 1Y | +14.9% | +11.2% | +3.7% | +7.4% |
| 3Y | +50.6% | +76.5% | -25.9% | +6.5% |
| 5Y | +20.3% | +72.9% | -52.6% | -14.5% |
| 10Y | +151.5% | +304.8% | -153.3% | -2.8% |
| All | +151.5% | +304.1% | -152.6% | -2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling