+1,982.7%
CLS vs SFM
+39.6%
+1,943.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.6% |
| 7D | -13.9% | -6.9% | -7.0% | -13.1% |
| 30D | -38.2% | -25.0% | -13.2% | -36.4% |
| 3M | -28.8% | -42.7% | +13.9% | -24.4% |
| 6M | -40.4% | -41.0% | +0.6% | -37.4% |
| YTD | -24.3% | -38.7% | +14.4% | -21.6% |
| 1Y | -35.0% | -38.1% | +3.1% | -32.9% |
| 3Y | +778.7% | +19.3% | +759.3% | +720.2% |
| 5Y | +1,884.8% | +103.1% | +1,781.7% | +1,574.3% |
| 10Y | +1,761.1% | +131.1% | +1,630.0% | +1,366.8% |
| All | +1,982.7% | +39.6% | +1,943.1% | +1,687.2% |
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