+80.4%
CCI vs SFM
+132.6%
-52.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -2.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +2.7% | -4.4% | +7.1% | +3.1% |
| 3M | -18.2% | +1.5% | -19.7% | -18.6% |
| 6M | -14.8% | +6.5% | -21.3% | -15.7% |
| YTD | -12.6% | +2.2% | -14.8% | -13.3% |
| 1Y | -16.7% | -41.9% | +25.1% | -13.2% |
| 3Y | -10.5% | +106.8% | -117.3% | -19.2% |
| 5Y | -51.4% | +231.6% | -283.0% | -58.6% |
| 10Y | +20.0% | +258.4% | -238.4% | -1.5% |
| All | +80.4% | +132.6% | -52.2% | +51.9% |
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