+11.8%
CG vs SFM
+230.0%
-218.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.2% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -5.1% | -4.4% | -0.7% | -4.5% |
| 3M | +8.7% | +1.5% | +7.2% | +7.5% |
| 6M | -9.2% | +6.5% | -15.7% | -11.7% |
| YTD | -18.9% | +2.2% | -21.0% | -20.5% |
| 1Y | -25.6% | -41.9% | +16.2% | -18.0% |
| 3Y | +57.3% | +106.8% | -49.5% | +32.7% |
| All | +11.8% | +230.0% | -218.2% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling