-3.6%
CNC vs SFM
+83.0%
-86.5%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.4% |
| 7D | -4.9% | -7.2% | +2.3% | -4.2% |
| 30D | -3.8% | -14.3% | +10.6% | -2.5% |
| 3M | -3.2% | -13.7% | +10.5% | -2.2% |
| 6M | +47.9% | -6.0% | +53.9% | +48.4% |
| YTD | +55.7% | -8.2% | +63.9% | +56.4% |
| 1Y | +106.2% | -46.2% | +152.5% | +117.4% |
| All | -3.6% | +83.0% | -86.5% | -17.1% |
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