+146.2%
CVE vs SFM
+118.6%
+27.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.1% | +2.4% | -2.6% |
| 7D | -14.1% | +7.5% | -21.6% | -14.3% |
| 30D | -11.6% | -20.8% | +9.2% | -11.0% |
| 3M | 0.0% | -39.4% | +39.4% | +1.7% |
| 6M | -8.4% | -34.5% | +26.1% | -7.2% |
| YTD | +65.9% | -35.2% | +101.1% | +67.8% |
| 1Y | +69.4% | -35.3% | +104.7% | +71.4% |
| 3Y | +55.9% | +23.9% | +32.0% | +60.2% |
| 5Y | +146.2% | +113.8% | +32.3% | +163.2% |
| All | +146.2% | +118.6% | +27.6% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling