+113.3%
SPOT vs CF
+117.5%
-4.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.8% |
| 7D | -2.6% | +5.4% | -7.9% | -3.0% |
| 30D | +13.5% | +6.5% | +6.9% | +12.9% |
| 3M | +22.2% | +4.6% | +17.6% | +21.7% |
| 6M | +38.3% | -3.3% | +41.6% | +38.4% |
| YTD | +3.1% | +63.9% | -60.8% | -2.4% |
| 1Y | -7.6% | +50.4% | -58.1% | -11.8% |
| 3Y | +250.0% | +68.2% | +181.8% | +225.7% |
| 5Y | +113.3% | +113.8% | -0.5% | +80.6% |
| All | +113.3% | +117.5% | -4.2% | +80.6% |
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