+179.2%
CG vs SFM
+40.3%
+138.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.2% | 0.0% |
| 7D | -1.2% | -1.2% | 0.0% | -1.1% |
| 30D | +5.0% | -24.8% | +29.8% | +8.7% |
| 3M | -18.2% | -43.7% | +25.5% | -11.9% |
| 6M | -20.7% | -37.3% | +16.5% | -16.4% |
| YTD | -31.4% | -38.4% | +7.0% | -27.8% |
| 1Y | -22.3% | -36.9% | +14.7% | -18.5% |
| 3Y | +50.2% | +20.7% | +29.5% | +43.1% |
| 5Y | -22.1% | +103.5% | -125.5% | -31.6% |
| 10Y | +295.5% | +139.7% | +155.8% | +226.4% |
| All | +179.2% | +40.3% | +138.9% | +144.8% |
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 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