+416.0%
CMI vs SFM
+48.8%
+367.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -0.9% |
| 7D | +0.5% | +6.0% | -5.6% | -0.3% |
| 30D | -14.0% | -19.5% | +5.4% | -12.1% |
| 3M | -28.1% | -37.0% | +8.9% | -24.2% |
| 6M | -35.8% | -41.0% | +5.2% | -32.0% |
| YTD | -10.5% | -34.6% | +24.1% | -7.1% |
| 1Y | -1.9% | -36.3% | +34.4% | +2.2% |
| 3Y | +121.0% | +24.5% | +96.5% | +102.6% |
| 5Y | +114.6% | +115.9% | -1.3% | +76.2% |
| 10Y | +325.5% | +139.5% | +185.9% | +227.4% |
| All | +416.0% | +48.8% | +367.2% | +338.4% |
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