+44.6%
CVE vs SFM
+132.6%
-87.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.7% |
| 7D | +2.5% | -0.1% | +2.6% | +2.5% |
| 30D | +16.7% | -4.4% | +21.1% | +17.2% |
| 3M | +9.3% | +1.5% | +7.7% | +8.7% |
| 6M | +43.6% | +6.5% | +37.1% | +41.4% |
| YTD | +93.6% | +2.2% | +91.4% | +91.4% |
| 1Y | +98.8% | -41.9% | +140.6% | +110.1% |
| 3Y | +73.6% | +106.8% | -33.2% | +51.5% |
| 5Y | +312.5% | +231.6% | +80.9% | +224.2% |
| 10Y | +161.0% | +258.4% | -97.4% | +93.5% |
| All | +44.6% | +132.6% | -87.9% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling