-45.0%
CPB vs SFM
+293.3%
-338.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.5% | +8.3% | +2.6% |
| 7D | -8.2% | -5.8% | -2.4% | -7.6% |
| 30D | -5.6% | -11.4% | +5.8% | -4.4% |
| 3M | +3.0% | -12.2% | +15.2% | +4.2% |
| 6M | -12.7% | -5.2% | -7.6% | -12.8% |
| YTD | -18.0% | -4.5% | -13.5% | -18.3% |
| 1Y | -31.7% | -45.4% | +13.7% | -27.4% |
| 3Y | -41.0% | +91.1% | -132.0% | -50.0% |
| 5Y | -38.4% | +226.8% | -265.2% | -54.1% |
| 10Y | -45.0% | +291.9% | -336.9% | -60.6% |
| All | -45.0% | +293.3% | -338.3% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling