+346.6%
CMG vs SFM
+132.6%
+214.0%
-66.8%
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 | -2.8% | -0.1% | -2.7% | -2.8% |
| 30D | +7.1% | -4.4% | +11.5% | +7.8% |
| 3M | +31.2% | +1.5% | +29.6% | +30.8% |
| 6M | +0.7% | +6.5% | -5.8% | -0.6% |
| YTD | -0.1% | +2.2% | -2.3% | -1.0% |
| 1Y | -10.7% | -41.9% | +31.1% | -4.8% |
| 3Y | -4.7% | +106.8% | -111.4% | -11.0% |
| 5Y | -3.8% | +231.6% | -235.3% | -15.0% |
| 10Y | +352.5% | +258.4% | +94.1% | +286.9% |
| All | +346.6% | +132.6% | +214.0% | +320.5% |
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