+378.0%
CNC vs SFM
+132.6%
+245.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.8% |
| 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% | +6.3% |
| 6M | +49.0% | +6.5% | +42.5% | +46.9% |
| YTD | +62.9% | +2.2% | +60.7% | +61.2% |
| 1Y | +134.0% | -41.9% | +175.9% | +147.8% |
| 3Y | +9.4% | +106.8% | -97.3% | -4.7% |
| 5Y | +4.1% | +231.6% | -227.4% | -17.2% |
| 10Y | +95.4% | +258.4% | -163.0% | +45.7% |
| All | +378.0% | +132.6% | +245.4% | +298.5% |
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