+202.9%
SFM vs CLBK
+64.7%
+138.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.7% |
| 7D | -7.2% | -1.5% | -5.7% | -6.9% |
| 30D | -14.3% | +6.7% | -21.0% | -15.5% |
| 3M | -13.7% | +21.2% | -34.9% | -17.3% |
| 6M | -6.0% | +42.0% | -48.0% | -13.1% |
| YTD | -8.2% | +63.3% | -71.5% | -17.9% |
| 1Y | -46.2% | +65.4% | -111.6% | -52.2% |
| 3Y | +83.6% | +52.5% | +31.1% | +63.4% |
| 5Y | +212.7% | +42.0% | +170.7% | +175.3% |
| All | +202.9% | +64.7% | +138.1% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling