+230.3%
CG vs SFM
+132.6%
+97.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.1% |
| 7D | -4.3% | -0.1% | -4.2% | -4.3% |
| 30D | -5.1% | -4.4% | -0.7% | -4.6% |
| 3M | +8.7% | +1.5% | +7.2% | +7.9% |
| 6M | -9.2% | +6.5% | -15.7% | -11.0% |
| YTD | -18.9% | +2.2% | -21.0% | -20.0% |
| 1Y | -25.6% | -41.9% | +16.2% | -20.6% |
| 3Y | +57.3% | +106.8% | -49.5% | +39.6% |
| 5Y | +10.2% | +231.6% | -221.4% | -9.4% |
| 10Y | +364.2% | +258.4% | +105.8% | +263.3% |
| All | +230.3% | +132.6% | +97.8% | +171.1% |
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