-70.5%
CBRS vs SFM
-38.7%
-31.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.6% | -9.7% | -6.4% |
| 7D | -18.4% | -12.3% | -6.1% | -16.0% |
| 30D | -49.4% | -16.2% | -33.2% | -47.1% |
| 3M | -59.6% | -36.8% | -22.8% | -49.7% |
| All | -70.5% | -38.7% | -31.8% | -62.3% |
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 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 · Available span rolling