+11.8%
CRM vs SFM
+82.1%
-70.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.2% | +1.9% |
| 7D | -4.4% | -10.6% | +6.2% | -3.6% |
| 30D | +28.1% | -15.5% | +43.6% | +29.5% |
| 3M | +48.8% | -17.4% | +66.3% | +50.4% |
| 6M | +28.3% | -3.4% | +31.7% | +26.5% |
| YTD | -6.0% | -8.7% | +2.7% | -6.7% |
| 1Y | +1.4% | -47.2% | +48.6% | +9.8% |
| 3Y | +11.8% | +82.7% | -70.9% | +0.9% |
| All | +11.8% | +82.1% | -70.2% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling