+2,944.0%
CLS vs SFM
+293.3%
+2,650.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -6.5% | +12.1% | +6.4% |
| 7D | +12.8% | -5.8% | +18.6% | +13.5% |
| 30D | +3.8% | -11.4% | +15.2% | +5.2% |
| 3M | -14.6% | -12.2% | -2.4% | -13.7% |
| 6M | +32.2% | -5.2% | +37.4% | +31.3% |
| YTD | +11.6% | -4.5% | +16.1% | +10.3% |
| 1Y | +35.1% | -45.4% | +80.4% | +45.3% |
| 3Y | +1,312.5% | +91.1% | +1,221.5% | +1,160.6% |
| 5Y | +3,542.1% | +226.8% | +3,315.3% | +2,840.3% |
| 10Y | +2,944.0% | +291.9% | +2,652.1% | +2,227.1% |
| All | +2,944.0% | +293.3% | +2,650.7% | +2,227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling