+304.7%
SPOT vs CF
+299.0%
+5.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -1.9% |
| 7D | +1.6% | -3.2% | +4.8% | +2.0% |
| 30D | +17.6% | +4.3% | +13.2% | +16.8% |
| 3M | +26.9% | +2.8% | +24.1% | +26.2% |
| 6M | +41.8% | +0.6% | +41.2% | +41.0% |
| YTD | +3.8% | +56.6% | -52.8% | -4.3% |
| 1Y | -2.5% | +49.6% | -52.1% | -9.6% |
| 3Y | +260.6% | +61.5% | +199.1% | +224.2% |
| 5Y | +108.6% | +124.0% | -15.3% | +70.4% |
| All | +304.7% | +299.0% | +5.6% | +189.3% |
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 · 6 months rolling