+122.4%
CF vs SFM
+118.6%
+3.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.1% | +11.3% | +6.7% |
| 7D | +0.4% | +7.5% | -7.1% | -0.5% |
| 30D | +2.2% | -20.8% | +23.0% | +4.2% |
| 3M | +2.1% | -39.4% | +41.5% | +7.0% |
| 6M | -6.5% | -34.5% | +27.9% | -3.4% |
| YTD | +55.6% | -35.2% | +90.8% | +60.5% |
| 1Y | +42.3% | -35.3% | +77.6% | +46.8% |
| 3Y | +55.7% | +23.9% | +31.8% | +40.5% |
| 5Y | +122.4% | +113.8% | +8.6% | +81.7% |
| All | +122.4% | +118.6% | +3.9% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling