-1.2%
CNC vs SFM
+27.3%
-28.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +2.2% | +6.0% | -3.9% | +1.7% |
| 30D | +1.6% | -19.5% | +21.0% | +3.1% |
| 3M | +7.9% | -37.0% | +44.9% | +12.0% |
| 6M | +21.2% | -41.0% | +62.2% | +26.3% |
| YTD | +73.2% | -34.6% | +107.8% | +78.7% |
| 1Y | +97.5% | -36.3% | +133.7% | +104.1% |
| 3Y | -1.2% | +24.5% | -25.7% | -17.7% |
| All | -1.2% | +27.3% | -28.5% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling