-25.2%
CPB vs SFM
+40.3%
-65.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.8% | +3.6% | -0.7% |
| 7D | +8.0% | -1.2% | +9.2% | +8.1% |
| 30D | +22.4% | -24.8% | +47.1% | +25.9% |
| 3M | +2.5% | -43.7% | +46.2% | +8.8% |
| 6M | +12.2% | -37.3% | +49.5% | +17.3% |
| YTD | -12.8% | -38.4% | +25.6% | -9.0% |
| 1Y | -19.2% | -36.9% | +17.8% | -16.0% |
| 3Y | -35.6% | +20.7% | -56.2% | -41.4% |
| 5Y | -31.4% | +103.5% | -134.9% | -43.8% |
| 10Y | -37.9% | +139.7% | -177.7% | -51.5% |
| All | -25.2% | +40.3% | -65.5% | -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