+223.2%
CP vs SFM
+293.3%
-70.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.2% |
| 7D | +2.4% | -5.8% | +8.2% | +3.1% |
| 30D | -0.5% | -11.4% | +10.8% | +0.7% |
| 3M | +1.4% | -12.2% | +13.6% | +2.6% |
| 6M | +10.3% | -5.2% | +15.5% | +10.2% |
| YTD | +24.3% | -4.5% | +28.8% | +23.9% |
| 1Y | +20.4% | -45.4% | +65.8% | +27.6% |
| 3Y | +21.8% | +91.1% | -69.3% | +9.4% |
| 5Y | +31.5% | +226.8% | -195.3% | +10.1% |
| 10Y | +223.2% | +291.9% | -68.7% | +158.9% |
| All | +223.2% | +293.3% | -70.1% | +158.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling