+33.7%
CFG vs SFM
-35.8%
+69.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +2.4% |
| 7D | +1.8% | -12.3% | +14.0% | +1.5% |
| 30D | +3.3% | -16.2% | +19.5% | +2.9% |
| 3M | -9.8% | -36.8% | +26.9% | -11.1% |
| 6M | +5.2% | -32.6% | +37.8% | +4.5% |
| YTD | +16.1% | -31.7% | +47.8% | +17.6% |
| 1Y | +33.7% | -35.0% | +68.7% | +35.2% |
| All | +33.7% | -35.8% | +69.5% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling