+58.6%
CVE vs SFM
+24.6%
+34.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -2.6% |
| 7D | -14.1% | +7.5% | -21.6% | -14.4% |
| 30D | -11.6% | -20.8% | +9.2% | -10.7% |
| 3M | 0.0% | -39.4% | +39.4% | +2.7% |
| 6M | -8.4% | -34.5% | +26.1% | -6.6% |
| YTD | +65.9% | -35.2% | +101.1% | +69.0% |
| 1Y | +69.4% | -35.3% | +104.7% | +72.5% |
| All | +58.6% | +24.6% | +34.0% | +68.1% |
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 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