-29.7%
CLF vs SFM
+132.6%
-162.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.1% |
| 7D | +7.6% | -0.1% | +7.6% | +7.5% |
| 30D | -1.2% | -4.4% | +3.2% | -0.4% |
| 3M | -13.4% | +1.5% | -14.9% | -14.6% |
| 6M | +15.4% | +6.5% | +8.9% | +10.9% |
| YTD | -5.9% | +2.2% | -8.0% | -8.9% |
| 1Y | +18.8% | -41.9% | +60.7% | +32.9% |
| 3Y | -19.4% | +106.8% | -126.2% | -36.5% |
| 5Y | -47.7% | +231.6% | -279.3% | -64.5% |
| 10Y | +130.4% | +258.4% | -128.1% | +40.3% |
| All | -29.7% | +132.6% | -162.3% | -50.6% |
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