+568.0%
CF vs SM
+8.2%
+559.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.5% |
| 7D | -3.2% | -25.9% | +22.7% | +3.0% |
| 30D | +4.3% | -15.1% | +19.4% | +7.7% |
| 3M | +2.8% | +4.9% | -2.1% | +1.2% |
| 6M | +0.6% | +6.1% | -5.5% | -1.5% |
| YTD | +56.6% | +63.4% | -6.8% | +40.0% |
| 1Y | +49.6% | +72.5% | -22.9% | +31.9% |
| 3Y | +61.5% | -16.9% | +78.4% | +60.1% |
| 5Y | +124.0% | -10.6% | +134.6% | +111.4% |
| All | +568.0% | +8.2% | +559.8% | +340.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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