-24.7%
CPB vs SFM
-34.4%
+9.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | +16.5% | -19.2% | +35.7% | +18.3% |
| 3M | -1.1% | -40.3% | +39.2% | +2.8% |
| 6M | +11.5% | -40.9% | +52.3% | +15.8% |
| YTD | -15.7% | -35.5% | +19.8% | -14.4% |
| 1Y | -24.7% | -37.4% | +12.8% | -23.1% |
| All | -24.7% | -34.4% | +9.8% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling