+98.2%
CL vs SFM
+132.6%
-34.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.5% |
| 3M | +4.9% | +1.5% | +3.4% | +4.5% |
| 6M | -5.7% | +6.5% | -12.2% | -6.7% |
| YTD | +14.4% | +2.2% | +12.2% | +13.5% |
| 1Y | +8.7% | -41.9% | +50.6% | +13.2% |
| 3Y | +30.0% | +106.8% | -76.8% | +16.5% |
| 5Y | +28.4% | +231.6% | -203.2% | +7.7% |
| 10Y | +50.1% | +258.4% | -208.3% | +20.6% |
| All | +98.2% | +132.6% | -34.4% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling