+216.8%
CB vs SFM
+293.3%
-76.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.0% | -0.9% |
| 7D | -0.6% | -5.8% | +5.2% | -0.1% |
| 30D | -3.9% | -11.4% | +7.5% | -2.9% |
| 3M | +4.9% | -12.2% | +17.1% | +5.9% |
| 6M | +3.3% | -5.2% | +8.4% | +3.3% |
| YTD | +8.5% | -4.5% | +13.0% | +8.3% |
| 1Y | +22.1% | -45.4% | +67.4% | +27.9% |
| 3Y | +70.1% | +91.1% | -21.0% | +55.4% |
| 5Y | +97.4% | +226.8% | -129.4% | +68.2% |
| 10Y | +216.8% | +291.9% | -75.1% | +157.8% |
| All | +216.8% | +293.3% | -76.5% | +157.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling