+39.8%
CLSK vs SFM
-41.4%
+81.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.5% |
| 7D | +8.8% | -0.1% | +8.9% | +8.8% |
| 30D | -6.0% | -4.4% | -1.6% | -5.5% |
| 3M | -24.4% | +1.5% | -25.9% | -24.9% |
| 6M | +19.0% | +6.5% | +12.6% | +15.6% |
| YTD | +25.4% | +2.2% | +23.2% | +22.2% |
| 1Y | +39.8% | -41.9% | +81.6% | +76.2% |
| All | +39.8% | -41.4% | +81.2% | +76.2% |
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 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