+325.9%
CMG vs SFM
+140.2%
+185.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +2.5% | +6.0% | -3.6% | +1.5% |
| 30D | +15.6% | -19.5% | +35.1% | +18.5% |
| 3M | +8.2% | -37.0% | +45.2% | +15.8% |
| 6M | +9.9% | -41.0% | +50.9% | +18.8% |
| YTD | -4.6% | -34.6% | +30.0% | +0.8% |
| 1Y | +12.4% | -36.3% | +48.7% | +19.3% |
| 3Y | -18.0% | +24.5% | -42.5% | -18.0% |
| 5Y | -5.3% | +115.9% | -121.2% | -11.8% |
| All | +325.9% | +140.2% | +185.7% | +269.6% |
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