+105.1%
CTVA vs SFM
+217.9%
-112.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.9% |
| 7D | -5.8% | -7.2% | +1.4% | -5.0% |
| 30D | +11.1% | -14.3% | +25.4% | +12.9% |
| 3M | +13.2% | -13.7% | +27.0% | +14.8% |
| 6M | +8.7% | -6.0% | +14.7% | +8.6% |
| YTD | +27.3% | -8.2% | +35.5% | +27.3% |
| 1Y | +18.0% | -46.2% | +64.2% | +26.3% |
| 3Y | +76.5% | +83.6% | -7.1% | +57.6% |
| 5Y | +105.1% | +212.7% | -107.6% | +70.9% |
| All | +105.1% | +217.9% | -112.8% | +70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling