+506.1%
SPCX vs CF
+66.7%
+439.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -14.9% |
| 7D | +1.3% | +4.8% | -3.5% | -37.7% |
| 30D | -12.0% | +9.7% | -21.7% | -67.8% |
| 3M | +3.1% | +1.2% | +1.9% | -65.8% |
| 6M | +457.1% | +52.3% | +404.9% | -77.0% |
| YTD | +457.1% | +52.3% | +404.9% | -77.0% |
| 1Y | +457.1% | +52.3% | +404.9% | -77.0% |
| All | +506.1% | +66.7% | +439.3% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling