+105.4%
CVS vs SFM
+39.6%
+65.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.6% |
| 7D | -2.6% | -6.9% | +4.3% | -1.9% |
| 30D | +4.0% | -25.0% | +29.0% | +7.4% |
| 3M | -6.3% | -42.7% | +36.4% | +0.4% |
| 6M | -0.4% | -41.0% | +40.6% | +5.9% |
| YTD | +15.6% | -38.7% | +54.3% | +21.5% |
| 1Y | +18.3% | -38.1% | +56.4% | +24.1% |
| 3Y | +47.3% | +19.3% | +27.9% | +36.7% |
| 5Y | +13.2% | +103.1% | -89.9% | -5.9% |
| 10Y | +57.2% | +131.1% | -73.9% | +23.2% |
| All | +105.4% | +39.6% | +65.8% | +64.4% |
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