+57.7%
CVE vs SFM
+18.5%
+39.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.3% | -0.4% |
| 7D | -16.1% | -1.2% | -14.9% | -16.2% |
| 30D | -10.4% | -24.8% | +14.4% | -9.3% |
| 3M | -2.4% | -43.7% | +41.3% | +0.7% |
| 6M | -4.4% | -37.3% | +32.8% | -2.4% |
| YTD | +64.9% | -38.4% | +103.3% | +68.3% |
| 1Y | +66.0% | -36.9% | +102.9% | +69.1% |
| 3Y | +57.7% | +20.7% | +37.0% | +67.5% |
| All | +57.7% | +18.5% | +39.1% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling