-0.4%
CLSK vs SFM
+212.1%
-212.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.3% |
| 7D | +1.7% | -8.8% | +10.5% | +4.0% |
| 30D | +11.1% | -14.5% | +25.6% | +15.1% |
| 3M | -14.1% | -16.8% | +2.7% | -10.7% |
| 6M | +32.9% | -5.3% | +38.3% | +31.8% |
| YTD | +26.5% | -9.4% | +35.9% | +26.4% |
| 1Y | +27.6% | -46.2% | +73.8% | +47.2% |
| 3Y | +190.9% | +81.3% | +109.6% | +139.7% |
| 5Y | -0.4% | +211.9% | -212.3% | -4.3% |
| All | -0.4% | +212.1% | -212.5% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling