+61.5%
CF vs SFM
+18.5%
+42.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +0.9% |
| 7D | -3.2% | -1.2% | -2.0% | -3.3% |
| 30D | +4.3% | -24.8% | +29.1% | +5.8% |
| 3M | +2.8% | -43.7% | +46.5% | +6.1% |
| 6M | +0.6% | -37.3% | +37.9% | +2.7% |
| YTD | +56.6% | -38.4% | +95.0% | +60.0% |
| 1Y | +49.6% | -36.9% | +86.5% | +52.5% |
| 3Y | +61.5% | +20.7% | +40.8% | +65.0% |
| All | +61.5% | +18.5% | +42.9% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling