+316.4%
CFG vs SFM
+62.8%
+253.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.3% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +1.1% | -24.8% | +25.8% | +4.1% |
| 3M | -12.0% | -43.7% | +31.7% | -6.1% |
| 6M | -2.2% | -37.3% | +35.0% | +2.5% |
| YTD | +11.4% | -38.4% | +49.8% | +16.4% |
| 1Y | +27.8% | -36.9% | +64.8% | +33.0% |
| 3Y | +173.3% | +20.7% | +152.6% | +156.0% |
| 5Y | +62.4% | +103.5% | -41.0% | +39.0% |
| 10Y | +249.6% | +139.7% | +109.8% | +181.0% |
| All | +316.4% | +62.8% | +253.6% | +241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling