+447.6%
CRM vs SFM
+106.3%
+341.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | -8.1% | -8.8% | +0.7% | -7.0% |
| 30D | +23.1% | -14.5% | +37.5% | +25.3% |
| 3M | +42.5% | -16.8% | +59.4% | +45.3% |
| 6M | +25.3% | -5.3% | +30.7% | +24.6% |
| YTD | -7.8% | -9.4% | +1.6% | -7.9% |
| 1Y | +1.0% | -46.2% | +47.2% | +8.4% |
| 3Y | +10.0% | +81.3% | -71.3% | -3.4% |
| 5Y | -3.9% | +211.9% | -215.8% | -23.2% |
| 10Y | +233.2% | +268.4% | -35.2% | +144.3% |
| All | +447.6% | +106.3% | +341.4% | +384.5% |
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