+22.5%
CCI vs SFM
+280.6%
-258.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.6% |
| 7D | -0.3% | -7.2% | +6.9% | +0.5% |
| 30D | +2.1% | -14.3% | +16.5% | +3.8% |
| 3M | -17.8% | -13.7% | -4.1% | -16.7% |
| 6M | -14.2% | -6.0% | -8.2% | -14.1% |
| YTD | -13.3% | -8.2% | -5.1% | -13.1% |
| 1Y | -16.6% | -46.2% | +29.6% | -12.0% |
| 3Y | -10.8% | +83.6% | -94.4% | -19.6% |
| 5Y | -50.3% | +212.7% | -263.0% | -58.4% |
| 10Y | +22.5% | +273.0% | -250.5% | -3.7% |
| All | +22.5% | +280.6% | -258.1% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling