+30.0%
CL vs SFM
+230.0%
-199.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.9% | -4.3% | -1.7% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -4.8% | -4.4% | -0.5% | -4.6% |
| 3M | +4.9% | +1.5% | +3.4% | +4.6% |
| 6M | -5.7% | +6.5% | -12.2% | -6.4% |
| YTD | +14.4% | +2.2% | +12.2% | +13.7% |
| 1Y | +8.7% | -41.9% | +50.6% | +12.5% |
| 3Y | +30.0% | +106.8% | -76.8% | +14.5% |
| All | +30.0% | +230.0% | -199.9% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling