-30.9%
CPB vs SFM
+132.6%
-163.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.7% |
| 7D | -8.6% | -0.1% | -8.5% | -8.6% |
| 30D | -7.2% | -4.4% | -2.9% | -6.9% |
| 3M | +0.9% | +1.5% | -0.6% | +0.4% |
| 6M | -11.8% | +6.5% | -18.3% | -13.0% |
| YTD | -19.4% | +2.2% | -21.6% | -20.2% |
| 1Y | -30.4% | -41.9% | +11.5% | -26.7% |
| 3Y | -40.2% | +106.8% | -146.9% | -48.6% |
| 5Y | -39.5% | +231.6% | -271.1% | -52.9% |
| 10Y | -47.4% | +258.4% | -305.8% | -60.7% |
| All | -30.9% | +132.6% | -163.5% | -46.2% |
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