-25.2%
CPB vs SFM
+41.7%
-66.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.1% | -1.3% |
| 7D | +3.3% | -10.2% | +13.5% | +4.5% |
| 30D | +19.0% | -23.9% | +42.9% | +22.2% |
| 3M | +0.4% | -42.3% | +42.7% | +6.3% |
| 6M | +13.0% | -40.1% | +53.1% | +18.7% |
| YTD | -12.7% | -37.8% | +25.0% | -9.1% |
| 1Y | -20.9% | -37.1% | +16.2% | -17.7% |
| 3Y | -35.4% | +21.5% | -56.9% | -41.3% |
| 5Y | -32.3% | +103.8% | -136.1% | -44.5% |
| 10Y | -40.5% | +142.0% | -182.5% | -53.6% |
| All | -25.2% | +41.7% | -66.8% | -38.6% |
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 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