+20.4%
CP vs SFM
-45.2%
+65.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.2% |
| 7D | +2.4% | -5.8% | +8.2% | +2.7% |
| 30D | -0.5% | -11.4% | +10.8% | -0.1% |
| 3M | +1.4% | -12.2% | +13.6% | +2.0% |
| 6M | +10.3% | -5.2% | +15.5% | +10.1% |
| YTD | +24.3% | -4.5% | +28.8% | +23.8% |
| 1Y | +20.4% | -45.4% | +65.8% | +26.4% |
| All | +20.4% | -45.2% | +65.7% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling