+313.2%
CP vs SFM
+40.3%
+272.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -1.1% |
| 7D | +2.8% | -1.2% | +4.0% | +2.8% |
| 30D | +10.2% | -24.8% | +35.0% | +13.4% |
| 3M | +2.4% | -43.7% | +46.0% | +8.7% |
| 6M | +7.7% | -37.3% | +44.9% | +12.5% |
| YTD | +26.0% | -38.4% | +64.4% | +31.4% |
| 1Y | +34.6% | -36.9% | +71.6% | +39.9% |
| 3Y | +26.7% | +20.7% | +6.0% | +19.1% |
| 5Y | +24.9% | +103.5% | -78.6% | +8.7% |
| 10Y | +258.6% | +139.7% | +118.9% | +192.6% |
| All | +313.2% | +40.3% | +272.9% | +246.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling