+34.0%
CLSK vs SFM
-46.0%
+80.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.7% |
| 7D | +7.7% | -10.6% | +18.3% | +9.2% |
| 30D | +12.2% | -15.5% | +27.7% | +14.7% |
| 3M | -15.5% | -17.4% | +2.0% | -13.4% |
| 6M | +39.3% | -3.4% | +42.8% | +36.9% |
| YTD | +35.1% | -8.7% | +43.8% | +33.3% |
| 1Y | +34.0% | -47.2% | +81.2% | +81.2% |
| All | +34.0% | -46.0% | +80.1% | +81.2% |
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