+61.7%
CF vs SFM
-41.4%
+103.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.1% | -3.3% |
| 7D | +6.0% | -0.1% | +6.1% | +6.0% |
| 30D | +14.8% | -4.4% | +19.2% | +15.1% |
| 3M | +14.1% | +1.5% | +12.5% | +13.6% |
| 6M | +28.5% | +6.5% | +22.1% | +27.8% |
| YTD | +74.9% | +2.2% | +72.8% | +74.2% |
| 1Y | +61.7% | -41.9% | +103.6% | +55.9% |
| All | +61.7% | -41.4% | +103.1% | +55.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling