+41.8%
SPOT vs CF
-1.3%
+43.1%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -1.9% |
| 7D | +1.6% | -3.2% | +4.8% | +2.3% |
| 30D | +17.6% | +4.3% | +13.2% | +17.1% |
| 3M | +26.9% | +2.8% | +24.1% | +26.7% |
| 6M | +41.8% | +0.6% | +41.2% | +43.1% |
| All | +41.8% | -1.3% | +43.1% | +43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling