+402.2%
CAH vs SFM
+217.9%
+184.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -0.1% |
| 7D | -2.2% | -7.2% | +4.9% | -2.0% |
| 30D | +1.2% | -14.3% | +15.5% | +1.6% |
| 3M | +13.1% | -13.7% | +26.8% | +13.5% |
| 6M | +8.5% | -6.0% | +14.5% | +8.7% |
| YTD | +17.6% | -8.2% | +25.9% | +18.0% |
| 1Y | +60.7% | -46.2% | +106.9% | +68.1% |
| 3Y | +183.2% | +83.6% | +99.6% | +154.6% |
| 5Y | +402.2% | +212.7% | +189.5% | +305.8% |
| All | +402.2% | +217.9% | +184.3% | +305.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling