+838.1%
CLS vs SFM
+27.3%
+810.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -5.5% |
| 7D | +16.3% | +6.0% | +10.2% | +15.9% |
| 30D | -25.7% | -19.5% | -6.2% | -24.8% |
| 3M | -30.9% | -37.0% | +6.2% | -28.8% |
| 6M | -35.5% | -41.0% | +5.5% | -33.3% |
| YTD | -18.7% | -34.6% | +15.9% | -17.9% |
| 1Y | -17.9% | -36.3% | +18.4% | -16.8% |
| 3Y | +838.1% | +24.5% | +813.6% | +828.5% |
| All | +838.1% | +27.3% | +810.8% | +828.5% |
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