-6.4%
SSPC vs CF
+19.9%
-26.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.0% |
| 7D | -11.1% | +10.4% | -21.5% | -17.4% |
| 30D | +19.1% | +7.6% | +11.5% | +13.5% |
| 3M | -31.7% | +5.2% | -36.8% | -34.3% |
| All | -6.4% | +19.9% | -26.4% | -12.5% |
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