+39.4%
CL vs SFM
+19.7%
+19.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +2.6% | -6.9% | +9.5% | +2.9% |
| 30D | +11.8% | -25.0% | +36.7% | +12.7% |
| 3M | +5.9% | -42.7% | +48.6% | +7.6% |
| 6M | +13.3% | -41.0% | +54.3% | +15.0% |
| YTD | +27.1% | -38.7% | +65.8% | +28.7% |
| 1Y | +28.0% | -38.1% | +66.1% | +29.6% |
| 3Y | +39.4% | +19.3% | +20.0% | +25.8% |
| All | +39.4% | +19.7% | +19.7% | +25.8% |
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