-46.2%
SFM vs CLBK
+67.6%
-113.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.9% |
| 7D | -7.2% | -1.5% | -5.7% | -7.1% |
| 30D | -14.3% | +6.7% | -21.0% | -14.5% |
| 3M | -13.7% | +21.2% | -34.9% | -14.4% |
| 6M | -6.0% | +42.0% | -48.0% | -7.3% |
| YTD | -8.2% | +63.3% | -71.5% | -10.2% |
| 1Y | -46.2% | +65.4% | -111.6% | -48.9% |
| All | -46.2% | +67.6% | -113.8% | -48.9% |
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