+362.4%
CFG vs SFM
+169.9%
+192.5%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -2.9% | -0.4% |
| 7D | +1.5% | -0.1% | +1.6% | +1.5% |
| 30D | -3.8% | -4.4% | +0.5% | -3.4% |
| 3M | +11.5% | +1.5% | +10.0% | +10.9% |
| 6M | +19.2% | +6.5% | +12.7% | +17.2% |
| YTD | +23.7% | +2.2% | +21.5% | +22.1% |
| 1Y | +38.8% | -41.9% | +80.7% | +47.6% |
| 3Y | +178.9% | +106.8% | +72.1% | +145.7% |
| 5Y | +101.8% | +231.6% | -129.8% | +63.3% |
| 10Y | +317.3% | +258.4% | +58.8% | +219.4% |
| All | +362.4% | +169.9% | +192.5% | +257.9% |
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