+122.4%
CF vs SM
-8.9%
+131.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +7.6% |
| 7D | +0.4% | -25.1% | +25.5% | +9.7% |
| 30D | +2.2% | -15.6% | +17.8% | +7.3% |
| 3M | +2.1% | +2.7% | -0.6% | +0.3% |
| 6M | -6.5% | -3.8% | -2.7% | -6.8% |
| YTD | +55.6% | +61.8% | -6.3% | +32.1% |
| 1Y | +42.3% | +71.4% | -29.1% | +18.4% |
| 3Y | +55.7% | -20.7% | +76.4% | +55.5% |
| 5Y | +122.4% | -11.5% | +133.9% | +98.3% |
| All | +122.4% | -8.9% | +131.3% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling