+151.5%
CFR vs SPY
+306.4%
-154.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | -0.6% | -0.6% | 0.0% | -0.2% |
| 30D | +5.3% | -3.7% | +9.0% | +9.2% |
| 3M | -3.9% | -2.7% | -1.2% | -1.4% |
| 6M | +15.5% | +2.2% | +13.3% | +11.7% |
| YTD | +27.5% | +10.8% | +16.7% | +12.3% |
| 1Y | +31.0% | +11.2% | +19.8% | +14.9% |
| 3Y | +86.8% | +76.5% | +10.3% | -2.9% |
| 5Y | +36.3% | +72.9% | -36.6% | -27.6% |
| All | +151.5% | +306.4% | -154.9% | -55.5% |
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