+576.5%
CAH vs SFM
+132.6%
+444.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.4% | -1.0% |
| 7D | +5.4% | -0.1% | +5.5% | +5.4% |
| 30D | +3.3% | -4.4% | +7.7% | +3.8% |
| 3M | +22.8% | +1.5% | +21.3% | +22.1% |
| 6M | +11.3% | +6.5% | +4.8% | +9.4% |
| YTD | +21.1% | +2.2% | +19.0% | +19.5% |
| 1Y | +67.2% | -41.9% | +109.1% | +78.7% |
| 3Y | +195.6% | +106.8% | +88.9% | +143.6% |
| 5Y | +413.8% | +231.6% | +182.3% | +272.4% |
| 10Y | +309.6% | +258.4% | +51.1% | +179.3% |
| All | +576.5% | +132.6% | +444.0% | +383.4% |
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