+199.1%
SFM vs CLBK
+65.6%
+133.5%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.8% | -1.4% |
| 7D | -8.8% | -1.4% | -7.4% | -8.5% |
| 30D | -14.5% | +4.5% | -19.0% | -15.3% |
| 3M | -16.8% | +22.8% | -39.6% | -20.5% |
| 6M | -5.3% | +43.4% | -48.8% | -12.7% |
| YTD | -9.4% | +64.1% | -73.5% | -19.0% |
| 1Y | -46.2% | +67.6% | -113.7% | -52.3% |
| 3Y | +81.3% | +53.3% | +28.0% | +61.2% |
| 5Y | +211.9% | +44.8% | +167.1% | +173.0% |
| All | +199.1% | +65.6% | +133.5% | +136.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling