+30.9%
CL vs SFM
+108.0%
-77.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -1.5% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.8% | -4.4% | -0.5% | -4.7% |
| 3M | +4.9% | +1.5% | +3.4% | +4.8% |
| 6M | -5.7% | +6.5% | -12.2% | -5.9% |
| YTD | +14.4% | +2.2% | +12.2% | +14.2% |
| 1Y | +8.7% | -41.9% | +50.6% | +10.0% |
| All | +30.9% | +108.0% | -77.1% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling