+119.2%
CCI vs SFM
+48.8%
+70.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.2% |
| 3M | +21.7% | -37.0% | +58.7% | +26.5% |
| 6M | +4.0% | -41.0% | +45.0% | +8.6% |
| YTD | +6.2% | -34.6% | +40.9% | +9.4% |
| 1Y | +5.4% | -36.3% | +41.7% | +8.8% |
| 3Y | +11.7% | +24.5% | -12.8% | +5.5% |
| 5Y | -35.6% | +115.9% | -151.5% | -43.1% |
| 10Y | +68.7% | +139.5% | -70.8% | +43.6% |
| All | +119.2% | +48.8% | +70.4% | +91.7% |
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 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