+67.6%
SPY vs CF
+120.6%
-52.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -2.7% | -3.2% | +0.5% | -2.5% |
| 30D | -5.4% | +4.3% | -9.7% | -5.7% |
| 3M | -4.1% | +2.8% | -6.9% | -4.5% |
| 6M | +0.7% | +0.6% | +0.1% | +0.3% |
| YTD | +8.7% | +56.6% | -48.0% | +1.7% |
| 1Y | +10.9% | +49.6% | -38.7% | +4.3% |
| 3Y | +75.0% | +61.5% | +13.5% | +60.7% |
| All | +67.6% | +120.6% | -52.9% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling