+41.1%
CLS vs SFM
-41.4%
+82.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +1.3% |
| 7D | +4.6% | -0.1% | +4.6% | +4.5% |
| 30D | -13.9% | -4.4% | -9.5% | -14.4% |
| 3M | -26.6% | +1.5% | -28.1% | -26.2% |
| 6M | +15.4% | +6.5% | +8.9% | +15.7% |
| YTD | +5.7% | +2.2% | +3.5% | +7.1% |
| 1Y | +41.1% | -41.9% | +83.0% | +36.4% |
| All | +41.1% | -41.4% | +82.6% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling