+470.7%
CF vs SFM
+137.0%
+333.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.1% |
| 7D | +5.4% | -0.4% | +5.8% | +5.4% |
| 30D | +6.5% | -19.2% | +25.8% | +9.0% |
| 3M | +4.6% | -40.3% | +44.9% | +11.5% |
| 6M | -3.3% | -40.9% | +37.6% | +2.7% |
| YTD | +63.9% | -35.5% | +99.4% | +70.9% |
| 1Y | +50.4% | -37.4% | +87.9% | +57.5% |
| 3Y | +68.2% | +25.5% | +42.8% | +50.7% |
| 5Y | +113.8% | +113.0% | +0.8% | +70.0% |
| All | +470.7% | +137.0% | +333.7% | +346.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling