-16.1%
CAG vs SFM
+48.8%
-64.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | -3.3% | +6.0% | -9.4% | -4.1% |
| 30D | +7.7% | -19.5% | +27.1% | +10.2% |
| 3M | -3.2% | -37.0% | +33.8% | +2.3% |
| 6M | +7.0% | -41.0% | +48.0% | +13.7% |
| YTD | -9.0% | -34.6% | +25.7% | -5.0% |
| 1Y | -9.6% | -36.3% | +26.7% | -5.4% |
| 3Y | -36.0% | +24.5% | -60.5% | -42.7% |
| 5Y | -40.9% | +115.9% | -156.7% | -53.1% |
| 10Y | -37.3% | +139.5% | -176.8% | -53.2% |
| All | -16.1% | +48.8% | -64.8% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling