+49.6%
CF vs SFM
-38.0%
+87.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +0.8% |
| 7D | -3.2% | -1.2% | -2.0% | -3.3% |
| 30D | +4.3% | -24.8% | +29.1% | +5.2% |
| 3M | +2.8% | -43.7% | +46.5% | +4.4% |
| 6M | +0.6% | -37.3% | +37.9% | +1.2% |
| YTD | +56.6% | -38.4% | +95.0% | +59.3% |
| 1Y | +49.6% | -36.9% | +86.5% | +51.2% |
| All | +49.6% | -38.0% | +87.6% | +51.2% |
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