+309.8%
CP vs SFM
+132.6%
+177.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.5% | 0.0% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | +0.2% | -4.4% | +4.5% | +0.6% |
| 3M | +2.6% | +1.5% | +1.0% | +2.0% |
| 6M | +6.0% | +6.5% | -0.5% | +4.4% |
| YTD | +24.9% | +2.2% | +22.8% | +23.5% |
| 1Y | +20.1% | -41.9% | +62.0% | +26.6% |
| 3Y | +16.4% | +106.8% | -90.4% | +3.2% |
| 5Y | +31.7% | +231.6% | -199.8% | +8.8% |
| 10Y | +223.9% | +258.4% | -34.6% | +153.2% |
| All | +309.8% | +132.6% | +177.2% | +225.4% |
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 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