+73.2%
CVE vs SFM
+108.0%
-34.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.5% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +16.7% | -4.4% | +21.1% | +17.0% |
| 3M | +9.3% | +1.5% | +7.7% | +8.9% |
| 6M | +43.6% | +6.5% | +37.1% | +42.3% |
| YTD | +93.6% | +2.2% | +91.4% | +92.5% |
| 1Y | +98.8% | -41.9% | +140.6% | +106.2% |
| All | +73.2% | +108.0% | -34.8% | +67.7% |
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