-10.0%
CRM vs SFM
-35.8%
+25.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.1% |
| 7D | -6.2% | -12.3% | +6.1% | -5.8% |
| 30D | -1.2% | -16.2% | +15.0% | -0.8% |
| 3M | +19.1% | -36.8% | +55.9% | +17.9% |
| 6M | +23.0% | -32.6% | +55.6% | +20.5% |
| YTD | -13.7% | -31.7% | +18.0% | -15.7% |
| 1Y | -10.0% | -35.0% | +25.0% | -11.3% |
| All | -10.0% | -35.8% | +25.8% | -11.3% |
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