+251.0%
SPOT vs CFG
+138.2%
+112.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -6.5% | -0.6% | -5.9% | -6.4% |
| 30D | +2.2% | -4.5% | +6.7% | +3.1% |
| 3M | +5.4% | +6.3% | -0.9% | +3.7% |
| 6M | -4.0% | +20.6% | -24.6% | -8.3% |
| YTD | -9.9% | +21.2% | -31.2% | -14.3% |
| 1Y | -27.3% | +38.2% | -65.5% | -33.0% |
| 3Y | +236.4% | +185.9% | +50.5% | +158.1% |
| 5Y | +112.6% | +97.0% | +15.6% | +76.3% |
| All | +251.0% | +138.2% | +112.8% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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