+34.6%
CP vs SFM
-38.0%
+72.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.3% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +10.2% | -24.8% | +35.0% | +11.9% |
| 3M | +2.4% | -43.7% | +46.0% | +5.1% |
| 6M | +7.7% | -37.3% | +44.9% | +9.9% |
| YTD | +26.0% | -38.4% | +64.4% | +28.9% |
| 1Y | +34.6% | -36.9% | +71.6% | +35.5% |
| All | +34.6% | -38.0% | +72.6% | +35.5% |
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 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