-35.0%
CLS vs SFM
-38.0%
+3.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.1% |
| 7D | -13.9% | -6.9% | -7.0% | -15.1% |
| 30D | -38.2% | -25.0% | -13.2% | -41.1% |
| 3M | -28.8% | -42.7% | +13.9% | -36.5% |
| 6M | -40.4% | -41.0% | +0.6% | -46.0% |
| YTD | -24.3% | -38.7% | +14.4% | -29.7% |
| 1Y | -35.0% | -38.1% | +3.1% | -39.6% |
| All | -35.0% | -38.0% | +3.0% | -39.6% |
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 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