-9.3%
SSPC vs CF
+16.1%
-25.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.1% | -11.8% | -11.8% |
| 7D | -13.9% | -0.9% | -13.0% | -13.8% |
| 30D | +14.3% | +6.9% | +7.4% | +10.4% |
| 3M | -35.2% | +4.8% | -40.1% | -38.6% |
| All | -9.3% | +16.1% | -25.3% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling