+407.5%
CB vs SFM
+40.3%
+367.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.1% | -1.4% |
| 7D | +0.2% | -1.2% | +1.5% | +0.3% |
| 30D | +9.1% | -24.8% | +33.8% | +11.3% |
| 3M | +3.4% | -43.7% | +47.1% | +8.1% |
| 6M | +14.1% | -37.3% | +51.4% | +17.9% |
| YTD | +18.0% | -38.4% | +56.4% | +21.8% |
| 1Y | +30.1% | -36.9% | +67.1% | +33.9% |
| 3Y | +71.8% | +20.7% | +51.1% | +63.4% |
| 5Y | +101.8% | +103.5% | -1.6% | +80.1% |
| 10Y | +252.1% | +139.7% | +112.4% | +200.0% |
| All | +407.5% | +40.3% | +367.2% | +353.3% |
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