+40.3%
CLSK vs SFM
-3.9%
+44.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -6.5% | +12.7% | +6.4% |
| 7D | +21.9% | -5.8% | +27.7% | +22.0% |
| 30D | +9.6% | -11.4% | +20.9% | +10.2% |
| 3M | -18.4% | -12.2% | -6.2% | -17.8% |
| All | +40.3% | -3.9% | +44.1% | +32.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling