+84.1%
CL vs SFM
+140.8%
-56.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.4% |
| 7D | -0.8% | -7.1% | +6.3% | -0.1% |
| 30D | +9.5% | -21.4% | +30.9% | +11.5% |
| 3M | +6.8% | -40.1% | +46.9% | +11.3% |
| 6M | +14.3% | -38.0% | +52.3% | +18.5% |
| YTD | +27.0% | -36.5% | +63.5% | +31.0% |
| 1Y | +26.3% | -35.2% | +61.5% | +29.9% |
| 3Y | +39.3% | +23.5% | +15.8% | +28.3% |
| 5Y | +41.5% | +109.7% | -68.2% | +19.5% |
| 10Y | +84.1% | +132.6% | -48.5% | +44.3% |
| All | +84.1% | +140.8% | -56.7% | +44.3% |
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