+116.8%
CL vs SFM
+40.3%
+76.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.7% | -1.7% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +11.4% | -24.8% | +36.1% | +13.7% |
| 3M | +4.4% | -43.7% | +48.1% | +9.2% |
| 6M | +10.8% | -37.3% | +48.0% | +14.6% |
| YTD | +25.1% | -38.4% | +63.5% | +29.2% |
| 1Y | +28.0% | -36.9% | +64.9% | +31.8% |
| 3Y | +37.6% | +20.7% | +16.9% | +28.9% |
| 5Y | +39.7% | +103.5% | -63.8% | +21.8% |
| 10Y | +75.8% | +139.7% | -64.0% | +46.0% |
| All | +116.8% | +40.3% | +76.6% | +84.0% |
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