+134.0%
CNC vs SFM
-41.4%
+175.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.7% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +0.1% | -4.4% | +4.4% | +0.5% |
| 3M | +6.9% | +1.5% | +5.4% | +6.5% |
| 6M | +49.0% | +6.5% | +42.5% | +48.1% |
| YTD | +62.9% | +2.2% | +60.7% | +63.0% |
| 1Y | +134.0% | -41.9% | +175.9% | +199.6% |
| All | +134.0% | -41.4% | +175.4% | +199.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling