+61.5%
CF vs SM
-20.0%
+81.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | -3.2% | -25.9% | +22.7% | +5.6% |
| 30D | +4.3% | -15.1% | +19.4% | +9.0% |
| 3M | +2.8% | +4.9% | -2.1% | +0.5% |
| 6M | +0.6% | +6.1% | -5.5% | -2.4% |
| YTD | +56.6% | +63.4% | -6.8% | +36.6% |
| 1Y | +49.6% | +72.5% | -22.9% | +28.5% |
| 3Y | +61.5% | -16.9% | +78.4% | +60.9% |
| All | +61.5% | -20.0% | +81.5% | +60.9% |
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