-31.6%
CPB vs SFM
+105.4%
-136.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.6% | -1.0% |
| 7D | +8.0% | -1.2% | +9.2% | +8.1% |
| 30D | +22.4% | -24.8% | +47.1% | +24.3% |
| 3M | +2.5% | -43.7% | +46.2% | +5.9% |
| 6M | +12.2% | -37.3% | +49.5% | +14.9% |
| YTD | -12.8% | -38.4% | +25.6% | -10.8% |
| 1Y | -19.2% | -36.9% | +17.8% | -17.4% |
| 3Y | -35.6% | +20.7% | -56.2% | -41.6% |
| All | -31.6% | +105.4% | -136.9% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling