+2,805.6%
CLS vs SFM
+132.6%
+2,673.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.4% |
| 7D | +4.6% | -0.1% | +4.6% | +4.6% |
| 30D | -13.9% | -4.4% | -9.5% | -13.5% |
| 3M | -26.6% | +1.5% | -28.1% | -27.1% |
| 6M | +15.4% | +6.5% | +8.9% | +12.8% |
| YTD | +5.7% | +2.2% | +3.5% | +3.6% |
| 1Y | +41.1% | -41.9% | +83.0% | +50.5% |
| 3Y | +1,228.6% | +106.8% | +1,121.8% | +1,066.1% |
| 5Y | +3,240.6% | +231.6% | +3,009.1% | +2,572.5% |
| 10Y | +2,760.3% | +258.4% | +2,501.9% | +2,049.7% |
| All | +2,805.6% | +132.6% | +2,673.0% | +2,259.7% |
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