+63.6%
CVS vs SFM
+96.9%
-33.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | 0.0% |
| 7D | -1.6% | -5.8% | +4.2% | -0.9% |
| 30D | +0.4% | -11.4% | +11.7% | +1.7% |
| 3M | -0.4% | -12.2% | +11.8% | +0.8% |
| 6M | +25.1% | -5.2% | +30.3% | +25.4% |
| YTD | +23.9% | -4.5% | +28.4% | +23.8% |
| 1Y | +41.1% | -45.4% | +86.5% | +51.2% |
| 3Y | +63.6% | +91.1% | -27.5% | +59.1% |
| All | +63.6% | +96.9% | -33.3% | +59.1% |
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