+135.5%
CVE vs SFM
+138.5%
-3.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | -10.0% | -6.9% | -3.1% | -9.4% |
| 30D | -11.9% | -25.0% | +13.1% | -9.9% |
| 3M | -5.9% | -42.7% | +36.8% | -1.3% |
| 6M | -1.6% | -41.0% | +39.4% | +2.7% |
| YTD | +66.3% | -38.7% | +104.9% | +72.2% |
| 1Y | +57.5% | -38.1% | +95.6% | +62.8% |
| 3Y | +65.4% | +19.3% | +46.1% | +55.2% |
| 5Y | +144.2% | +103.1% | +41.0% | +106.8% |
| 10Y | +135.5% | +131.1% | +4.4% | +89.1% |
| All | +135.5% | +138.5% | -3.0% | +89.1% |
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