-6.5%
CF vs SM
-3.8%
-2.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +7.9% |
| 7D | +0.4% | -25.1% | +25.5% | +11.8% |
| 30D | +2.2% | -15.6% | +17.8% | +8.1% |
| 3M | +2.1% | +2.7% | -0.6% | -1.4% |
| 6M | -6.5% | -3.8% | -2.7% | -8.4% |
| All | -6.5% | -3.8% | -2.8% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling