+60.4%
CF vs SM
-20.8%
+81.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +7.6% |
| 7D | +0.4% | -25.1% | +25.5% | +9.2% |
| 30D | +2.2% | -15.6% | +17.8% | +7.0% |
| 3M | +2.1% | +2.7% | -0.6% | +0.5% |
| 6M | -6.5% | -3.8% | -2.7% | -6.7% |
| YTD | +55.6% | +61.8% | -6.3% | +36.0% |
| 1Y | +42.3% | +71.4% | -29.1% | +22.5% |
| All | +60.4% | -20.8% | +81.2% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling