+162.3%
CVE vs SFM
+256.7%
-94.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.6% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +16.7% | -4.4% | +21.1% | +17.1% |
| 3M | +9.3% | +1.5% | +7.7% | +8.8% |
| 6M | +43.6% | +6.5% | +37.1% | +41.7% |
| YTD | +93.6% | +2.2% | +91.4% | +91.7% |
| 1Y | +98.8% | -41.9% | +140.6% | +108.5% |
| 3Y | +73.6% | +106.8% | -33.2% | +55.0% |
| 5Y | +312.5% | +231.6% | +80.9% | +235.7% |
| All | +162.3% | +256.7% | -94.4% | +104.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling