+115.6%
CCI vs SFM
+39.6%
+76.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.2% | +1.9% |
| 7D | +3.2% | -6.9% | +10.1% | +3.9% |
| 30D | +12.2% | -25.0% | +37.2% | +14.7% |
| 3M | +23.1% | -42.7% | +65.9% | +29.2% |
| 6M | +1.3% | -41.0% | +42.3% | +5.7% |
| YTD | +4.5% | -38.7% | +43.1% | +8.3% |
| 1Y | +2.3% | -38.1% | +40.4% | +5.9% |
| 3Y | +9.8% | +19.3% | -9.5% | +4.1% |
| 5Y | -36.5% | +103.1% | -139.6% | -43.6% |
| 10Y | +64.7% | +131.1% | -66.4% | +40.8% |
| All | +115.6% | +39.6% | +76.0% | +89.7% |
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