+257.6%
CP vs SFM
+146.8%
+110.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.9% |
| 7D | +2.8% | -10.2% | +13.0% | +4.0% |
| 30D | +11.3% | -23.9% | +35.2% | +14.3% |
| 3M | +2.9% | -42.3% | +45.1% | +8.7% |
| 6M | +9.8% | -40.1% | +49.9% | +15.2% |
| YTD | +28.5% | -37.8% | +66.3% | +33.7% |
| 1Y | +33.5% | -37.1% | +70.6% | +38.6% |
| 3Y | +31.9% | +21.5% | +10.4% | +24.0% |
| 5Y | +25.5% | +103.8% | -78.3% | +9.8% |
| 10Y | +257.6% | +142.0% | +115.6% | +199.1% |
| All | +257.6% | +146.8% | +110.8% | +199.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling