+373.5%
CB vs SFM
+132.6%
+240.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.8% | -2.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -3.1% | -4.4% | +1.3% | -2.8% |
| 3M | +9.0% | +1.5% | +7.4% | +8.6% |
| 6M | +2.9% | +6.5% | -3.6% | +1.8% |
| YTD | +10.1% | +2.2% | +7.9% | +9.3% |
| 1Y | +22.8% | -41.9% | +64.7% | +27.7% |
| 3Y | +73.8% | +106.8% | -33.0% | +58.4% |
| 5Y | +99.2% | +231.6% | -132.4% | +71.1% |
| 10Y | +218.2% | +258.4% | -40.2% | +162.5% |
| All | +373.5% | +132.6% | +240.9% | +306.8% |
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 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