+237.0%
CFG vs SFM
+146.8%
+90.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.8% |
| 7D | +0.3% | -10.2% | +10.5% | +1.6% |
| 30D | +3.2% | -23.9% | +27.1% | +6.2% |
| 3M | -9.7% | -42.3% | +32.6% | -3.8% |
| 6M | +3.6% | -40.1% | +43.8% | +9.5% |
| YTD | +14.7% | -37.8% | +52.5% | +19.8% |
| 1Y | +29.6% | -37.1% | +66.7% | +34.9% |
| 3Y | +190.6% | +21.5% | +169.0% | +170.5% |
| 5Y | +67.1% | +103.8% | -36.7% | +41.2% |
| 10Y | +237.0% | +142.0% | +95.0% | +171.7% |
| All | +237.0% | +146.8% | +90.2% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling