+173.3%
CFG vs SFM
+18.5%
+154.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.5% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +1.1% | -24.8% | +25.8% | +3.3% |
| 3M | -12.0% | -43.7% | +31.7% | -7.6% |
| 6M | -2.2% | -37.3% | +35.0% | +1.2% |
| YTD | +11.4% | -38.4% | +49.8% | +15.3% |
| 1Y | +27.8% | -36.9% | +64.8% | +31.6% |
| 3Y | +173.3% | +20.7% | +152.6% | +164.4% |
| All | +173.3% | +18.5% | +154.8% | +164.4% |
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