+5,294.5%
CF vs SM
+7.4%
+5,287.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -4.6% | +10.8% | +7.4% |
| 7D | +0.4% | -25.1% | +25.5% | +8.1% |
| 30D | +2.2% | -15.6% | +17.8% | +6.4% |
| 3M | +2.1% | +2.7% | -0.6% | +0.6% |
| 6M | -6.5% | -3.8% | -2.7% | -6.7% |
| YTD | +55.6% | +61.8% | -6.3% | +34.9% |
| 1Y | +42.3% | +71.4% | -29.1% | +21.3% |
| 3Y | +55.7% | -20.7% | +76.4% | +55.2% |
| 5Y | +122.4% | -11.5% | +133.9% | +104.6% |
| 10Y | +568.5% | +10.2% | +558.3% | +243.8% |
| All | +5,294.5% | +7.4% | +5,287.1% | +1,584.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling