+60.4%
CVS vs SFM
+140.2%
-79.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | +6.6% | +6.0% | +0.5% | +5.7% |
| 30D | -0.4% | -19.5% | +19.0% | +2.0% |
| 3M | -5.3% | -37.0% | +31.8% | +0.6% |
| 6M | -7.7% | -41.0% | +33.3% | -1.3% |
| YTD | +16.0% | -34.6% | +50.7% | +21.3% |
| 1Y | +16.2% | -36.3% | +52.5% | +21.9% |
| 3Y | +47.6% | +24.5% | +23.0% | +34.2% |
| 5Y | +12.3% | +115.9% | -103.6% | -10.9% |
| All | +60.4% | +140.2% | -79.7% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling