+121.6%
CL vs SFM
+47.4%
+74.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.1% | +5.1% | +0.4% |
| 7D | +5.9% | +7.5% | -1.6% | +5.2% |
| 30D | +13.8% | -20.8% | +34.6% | +15.6% |
| 3M | +6.4% | -39.4% | +45.8% | +10.6% |
| 6M | +15.6% | -34.5% | +50.1% | +19.1% |
| YTD | +27.9% | -35.2% | +63.1% | +31.5% |
| 1Y | +31.4% | -35.3% | +66.7% | +35.0% |
| 3Y | +41.4% | +23.9% | +17.5% | +32.2% |
| 5Y | +42.8% | +113.8% | -71.1% | +23.9% |
| 10Y | +79.7% | +152.0% | -72.3% | +48.6% |
| All | +121.6% | +47.4% | +74.2% | +87.3% |
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