+231.7%
CTVA vs SFM
+297.7%
-66.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.2% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +11.9% | -4.4% | +16.3% | +12.4% |
| 3M | +13.7% | +1.5% | +12.1% | +13.0% |
| 6M | +13.1% | +6.5% | +6.7% | +11.3% |
| YTD | +32.0% | +2.2% | +29.8% | +30.3% |
| 1Y | +22.1% | -41.9% | +64.0% | +29.6% |
| 3Y | +77.5% | +106.8% | -29.3% | +55.6% |
| 5Y | +106.3% | +231.6% | -125.3% | +66.3% |
| All | +231.7% | +297.7% | -66.0% | +115.7% |
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 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