-34.0%
CLF vs SFM
+18.5%
-52.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +2.3% |
| 7D | -19.6% | -1.2% | -18.4% | -19.5% |
| 30D | -5.0% | -24.8% | +19.8% | -2.3% |
| 3M | -6.3% | -43.7% | +37.4% | +1.2% |
| 6M | +2.8% | -37.3% | +40.0% | +7.4% |
| YTD | -13.7% | -38.4% | +24.7% | -10.3% |
| 1Y | +13.6% | -36.9% | +50.5% | +16.9% |
| 3Y | -34.0% | +20.7% | -54.7% | -37.5% |
| All | -34.0% | +18.5% | -52.5% | -37.5% |
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