+4,373.2%
CFR vs SPY
+3,015.5%
+1,357.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | -0.6% | -0.6% | 0.0% | -0.2% |
| 30D | +5.3% | -3.7% | +9.0% | +8.7% |
| 3M | -3.9% | -2.7% | -1.2% | -1.8% |
| 6M | +15.5% | +2.2% | +13.3% | +12.3% |
| YTD | +27.5% | +10.8% | +16.7% | +14.8% |
| 1Y | +31.0% | +11.2% | +19.8% | +17.5% |
| 3Y | +86.8% | +76.5% | +10.3% | +9.6% |
| 5Y | +36.3% | +72.9% | -36.6% | -18.7% |
| 10Y | +154.3% | +304.8% | -150.6% | -26.0% |
| All | +4,373.2% | +3,015.5% | +1,357.7% | +247.8% |
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 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