-9.9%
CCI vs SFM
+96.9%
-106.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.5% | +6.7% | +0.8% |
| 7D | +0.2% | -5.8% | +6.0% | +0.7% |
| 30D | +0.5% | -11.4% | +11.9% | +1.6% |
| 3M | -16.3% | -12.2% | -4.1% | -15.4% |
| 6M | -13.9% | -5.2% | -8.8% | -14.0% |
| YTD | -12.4% | -4.5% | -8.0% | -12.7% |
| 1Y | -15.2% | -45.4% | +30.2% | -12.0% |
| 3Y | -9.9% | +91.1% | -101.0% | -24.7% |
| All | -9.9% | +96.9% | -106.7% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling