-40.5%
CPB vs SFM
+146.8%
-187.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.3% |
| 7D | +3.3% | -10.2% | +13.5% | +4.6% |
| 30D | +19.0% | -23.9% | +42.9% | +22.4% |
| 3M | +0.4% | -42.3% | +42.7% | +6.6% |
| 6M | +13.0% | -40.1% | +53.1% | +19.0% |
| YTD | -12.7% | -37.8% | +25.0% | -8.9% |
| 1Y | -20.9% | -37.1% | +16.2% | -17.6% |
| 3Y | -35.4% | +21.5% | -56.9% | -42.6% |
| 5Y | -32.3% | +103.8% | -136.1% | -46.9% |
| 10Y | -40.5% | +142.0% | -182.5% | -54.9% |
| All | -40.5% | +146.8% | -187.3% | -54.9% |
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