+671.2%
CAH vs SFM
+48.8%
+622.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | +3.5% | +6.0% | -2.6% | +2.7% |
| 30D | +13.5% | -19.5% | +32.9% | +15.9% |
| 3M | +21.8% | -37.0% | +58.9% | +28.4% |
| 6M | +51.5% | -41.0% | +92.5% | +60.6% |
| YTD | +38.1% | -34.6% | +72.7% | +43.4% |
| 1Y | +37.7% | -36.3% | +74.0% | +43.4% |
| 3Y | +179.6% | +24.5% | +155.1% | +145.6% |
| 5Y | +504.9% | +115.9% | +389.1% | +360.3% |
| 10Y | +418.6% | +139.5% | +279.0% | +271.0% |
| All | +671.2% | +48.8% | +622.4% | +479.9% |
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