-5.7%
CMG vs SFM
+217.9%
-223.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.6% |
| 7D | -6.5% | -7.2% | +0.7% | -4.9% |
| 30D | +12.1% | -14.3% | +26.4% | +16.0% |
| 3M | +20.6% | -13.7% | +34.3% | +24.6% |
| 6M | +2.1% | -6.0% | +8.1% | +3.0% |
| YTD | -2.6% | -8.2% | +5.6% | -1.6% |
| 1Y | -8.7% | -46.2% | +37.6% | +2.6% |
| 3Y | -7.4% | +83.6% | -90.9% | -11.1% |
| 5Y | -5.7% | +212.7% | -218.4% | -8.8% |
| All | -5.7% | +217.9% | -223.5% | -8.8% |
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