+111.7%
SPOT vs CFG
+100.9%
+10.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | -2.9% | +2.7% | -5.5% | -3.6% |
| 30D | +8.3% | -3.7% | +12.0% | +9.4% |
| 3M | +5.1% | +9.5% | -4.4% | +1.8% |
| 6M | -6.5% | +22.2% | -28.7% | -12.7% |
| YTD | -9.0% | +22.3% | -31.3% | -15.5% |
| 1Y | -26.4% | +39.4% | -65.9% | -34.8% |
| 3Y | +240.0% | +188.5% | +51.5% | +123.8% |
| 5Y | +111.7% | +101.5% | +10.2% | +68.7% |
| All | +111.7% | +100.9% | +10.8% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling