+257.7%
SPOT vs CFG
+182.2%
+75.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.5% |
| 7D | +2.5% | +0.3% | +2.3% | +2.5% |
| 30D | +15.1% | +3.2% | +11.9% | +14.5% |
| 3M | +24.8% | -9.7% | +34.5% | +26.6% |
| 6M | +45.8% | +3.6% | +42.1% | +44.3% |
| YTD | +4.9% | +14.7% | -9.8% | +1.5% |
| 1Y | -1.3% | +29.6% | -30.8% | -6.9% |
| 3Y | +257.7% | +190.6% | +67.1% | +225.0% |
| All | +257.7% | +182.2% | +75.5% | +225.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling