+205.3%
CFR vs SPY
+312.5%
-107.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.6% |
| 7D | +0.1% | -0.4% | +0.5% | +0.5% |
| 30D | -1.6% | -1.4% | -0.3% | -0.2% |
| 3M | +13.4% | +3.7% | +9.7% | +8.5% |
| 6M | +22.1% | +13.0% | +9.1% | +5.8% |
| YTD | +30.5% | +12.4% | +18.1% | +13.7% |
| 1Y | +29.7% | +18.5% | +11.1% | +6.2% |
| 3Y | +91.8% | +77.6% | +14.1% | -0.7% |
| 5Y | +67.5% | +81.7% | -14.2% | -15.9% |
| 10Y | +205.3% | +319.7% | -114.4% | -48.7% |
| All | +205.3% | +312.5% | -107.2% | -48.7% |
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 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