+481.0%
CF vs SM
+4.2%
+476.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.1% | +2.3% |
| 7D | +4.8% | -19.5% | +24.2% | +9.5% |
| 30D | +9.7% | -20.2% | +29.9% | +14.8% |
| 3M | +1.2% | -6.5% | +7.7% | +2.2% |
| 6M | +7.4% | +1.6% | +5.8% | +6.1% |
| YTD | +60.5% | +61.2% | -0.7% | +43.9% |
| 1Y | +50.7% | +65.4% | -14.6% | +34.2% |
| 3Y | +64.8% | -13.0% | +77.8% | +62.0% |
| 5Y | +115.8% | -4.3% | +120.1% | +101.4% |
| 10Y | +481.0% | +3.0% | +478.0% | +285.8% |
| All | +481.0% | +4.2% | +476.8% | +285.8% |
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