+61.7%
CF vs SM
+37.6%
+24.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.3% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | +14.8% | +26.3% | -11.5% | +4.9% |
| 3M | +14.1% | +8.7% | +5.4% | +9.7% |
| 6M | +28.5% | +51.7% | -23.1% | +11.9% |
| YTD | +74.9% | +99.0% | -24.1% | +43.1% |
| 1Y | +61.7% | +34.6% | +27.1% | +39.5% |
| All | +61.7% | +37.6% | +24.1% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling