+503.2%
CMI vs SFM
+271.4%
+231.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -0.7% | -10.6% | +9.9% | +0.8% |
| 30D | -12.4% | -15.5% | +3.1% | -10.5% |
| 3M | -14.8% | -17.4% | +2.7% | -12.9% |
| 6M | +0.8% | -3.4% | +4.2% | +0.2% |
| YTD | +10.2% | -8.7% | +18.9% | +10.1% |
| 1Y | +37.4% | -47.2% | +84.6% | +48.5% |
| 3Y | +153.3% | +82.7% | +70.6% | +120.1% |
| 5Y | +167.6% | +214.3% | -46.7% | +106.6% |
| All | +503.2% | +271.4% | +231.8% | +321.8% |
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 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