+4,499.3%
CFR vs SPY
+3,091.8%
+1,407.5%
-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% | +0.3% | +0.3% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -1.5% | +0.1% | -1.5% | -1.6% |
| 3M | +18.7% | +2.0% | +16.7% | +16.1% |
| 6M | +18.0% | +13.0% | +5.0% | +4.7% |
| YTD | +31.1% | +13.5% | +17.6% | +15.8% |
| 1Y | +28.6% | +20.0% | +8.6% | +7.8% |
| 3Y | +86.5% | +77.2% | +9.3% | +9.5% |
| 5Y | +65.6% | +81.9% | -16.3% | -5.3% |
| 10Y | +194.5% | +314.1% | -119.5% | -15.7% |
| All | +4,499.3% | +3,091.8% | +1,407.5% | +250.8% |
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