-4.2%
CTVA vs SFM
-36.8%
+32.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.6% |
| 7D | -20.8% | +6.0% | -26.8% | -20.9% |
| 30D | -29.6% | -19.5% | -10.2% | -29.4% |
| 3M | -16.9% | -37.0% | +20.1% | -16.2% |
| 6M | -24.3% | -41.0% | +16.8% | -23.5% |
| YTD | -5.6% | -34.6% | +29.0% | -5.3% |
| 1Y | -4.2% | -36.3% | +32.1% | -3.7% |
| All | -4.2% | -36.8% | +32.6% | -3.7% |
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