-60.0%
SPCH vs CF
+19.0%
-79.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +3.5% |
| 7D | +0.5% | +4.8% | -4.3% | +5.8% |
| 30D | -27.1% | +9.7% | -36.8% | -20.6% |
| 3M | -6.8% | +1.2% | -8.0% | -3.3% |
| All | -60.0% | +19.0% | -79.0% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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 · Available span rolling