+322.0%
CMG vs SFM
+271.4%
+50.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -2.1% | -10.6% | +8.6% | -0.2% |
| 30D | +10.9% | -15.5% | +26.4% | +14.0% |
| 3M | +15.8% | -17.4% | +33.3% | +19.5% |
| 6M | +6.9% | -3.4% | +10.4% | +7.2% |
| YTD | -2.2% | -8.7% | +6.5% | -1.3% |
| 1Y | -7.1% | -47.2% | +40.1% | +1.6% |
| 3Y | -7.1% | +82.7% | -89.8% | -11.8% |
| 5Y | -4.8% | +214.3% | -219.1% | -15.4% |
| All | +322.0% | +271.4% | +50.6% | +264.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling