+192.1%
CFG vs SFM
+27.3%
+164.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.5% |
| 7D | +3.2% | +6.0% | -2.9% | +2.6% |
| 30D | +5.1% | -19.5% | +24.6% | +6.8% |
| 3M | -11.2% | -37.0% | +25.8% | -7.8% |
| 6M | +9.6% | -41.0% | +50.6% | +14.3% |
| YTD | +15.0% | -34.6% | +49.6% | +18.3% |
| 1Y | +29.9% | -36.3% | +66.1% | +34.1% |
| 3Y | +192.1% | +24.5% | +167.6% | +176.5% |
| All | +192.1% | +27.3% | +164.7% | +176.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling