-37.6%
CAG vs SFM
+83.0%
-120.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +3.0% | -0.8% |
| 7D | -6.6% | -7.2% | +0.6% | -6.3% |
| 30D | +2.3% | -14.3% | +16.6% | +2.9% |
| 3M | +16.3% | -13.7% | +30.0% | +16.9% |
| 6M | -16.0% | -6.0% | -10.0% | -15.8% |
| YTD | -7.7% | -8.2% | +0.5% | -7.6% |
| 1Y | -16.0% | -46.2% | +30.2% | -16.2% |
| All | -37.6% | +83.0% | -120.5% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3y: compounded portfolio wealth divided by compounded SFM 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…
3y analysis · Full analysis span regression · 6 months rolling