-35.0%
SFM vs CLBK
+65.7%
-100.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.6% |
| 7D | -12.3% | +4.6% | -16.9% | -12.4% |
| 30D | -16.2% | -1.5% | -14.7% | -16.3% |
| 3M | -36.8% | +4.4% | -41.2% | -36.9% |
| 6M | -32.6% | +31.7% | -64.3% | -32.7% |
| YTD | -31.7% | +58.7% | -90.4% | -31.8% |
| 1Y | -35.0% | +64.9% | -99.9% | -34.6% |
| All | -35.0% | +65.7% | -100.7% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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