+24.4%
CP vs SFM
+105.4%
-81.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.1% |
| 7D | +2.8% | -1.2% | +4.0% | +2.9% |
| 30D | +10.2% | -24.8% | +35.0% | +13.7% |
| 3M | +2.4% | -43.7% | +46.0% | +9.3% |
| 6M | +7.7% | -37.3% | +44.9% | +12.9% |
| YTD | +26.0% | -38.4% | +64.4% | +31.8% |
| 1Y | +34.6% | -36.9% | +71.6% | +40.3% |
| 3Y | +26.7% | +20.7% | +6.0% | +13.1% |
| All | +24.4% | +105.4% | -81.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling