+76.3%
CL vs SFM
+146.8%
-70.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.3% |
| 7D | +0.5% | -10.2% | +10.8% | +1.5% |
| 30D | +11.6% | -23.9% | +35.5% | +13.9% |
| 3M | +5.6% | -42.3% | +47.9% | +10.5% |
| 6M | +13.2% | -40.1% | +53.3% | +17.7% |
| YTD | +26.9% | -37.8% | +64.7% | +31.1% |
| 1Y | +27.3% | -37.1% | +64.4% | +31.3% |
| 3Y | +39.7% | +21.5% | +18.2% | +29.0% |
| 5Y | +41.3% | +103.8% | -62.5% | +20.0% |
| 10Y | +76.3% | +142.0% | -65.7% | +39.3% |
| All | +76.3% | +146.8% | -70.5% | +39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling