+24.5%
SSPC vs CF
+15.4%
+9.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | +6.2% | +12.1% | +13.4% |
| 7D | +29.9% | +0.4% | +29.5% | +29.4% |
| 30D | +73.6% | +2.2% | +71.4% | +71.7% |
| 3M | -46.3% | +2.1% | -48.4% | -46.7% |
| All | +24.5% | +15.4% | +9.1% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling