-36.3%
CCI vs SFM
+116.0%
-152.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | -0.1% | +1.1% |
| 7D | +2.5% | +6.0% | -3.5% | +1.9% |
| 30D | +14.4% | -19.5% | +33.9% | +16.3% |
| 3M | +21.7% | -37.0% | +58.7% | +27.1% |
| 6M | +4.0% | -41.0% | +45.0% | +9.3% |
| YTD | +6.2% | -34.6% | +40.9% | +9.7% |
| 1Y | +5.4% | -36.3% | +41.7% | +9.1% |
| 3Y | +11.7% | +24.5% | -12.8% | +0.8% |
| All | -36.3% | +116.0% | -152.3% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling