+27.2%
CB vs SFM
-37.1%
+64.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -1.5% | -10.2% | +8.7% | -1.1% |
| 30D | +6.5% | -23.9% | +30.4% | +7.5% |
| 3M | +4.1% | -42.3% | +46.3% | +6.6% |
| 6M | +14.4% | -40.1% | +54.5% | +16.9% |
| YTD | +17.5% | -37.8% | +55.3% | +19.7% |
| All | +27.2% | -37.1% | +64.3% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling