+264.0%
SPOT vs CFG
+143.0%
+121.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | -0.9% | +1.5% | -2.5% | -1.2% |
| 30D | +12.5% | -3.8% | +16.3% | +13.4% |
| 3M | +9.9% | +11.5% | -1.6% | +7.0% |
| 6M | +1.6% | +19.2% | -17.6% | -2.8% |
| YTD | -6.6% | +23.7% | -30.3% | -11.6% |
| 1Y | -22.9% | +38.8% | -61.8% | -29.1% |
| 3Y | +244.3% | +178.9% | +65.4% | +165.6% |
| 5Y | +117.8% | +101.8% | +16.0% | +79.7% |
| All | +264.0% | +143.0% | +121.0% | +159.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling