+118.5%
CVS vs SFM
+108.9%
+9.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.1% |
| 7D | -1.9% | -7.2% | +5.3% | -0.9% |
| 30D | -0.3% | -14.3% | +14.0% | +1.8% |
| 3M | -1.1% | -13.7% | +12.6% | +0.6% |
| 6M | +23.7% | -6.0% | +29.7% | +23.8% |
| YTD | +23.0% | -8.2% | +31.2% | +23.3% |
| 1Y | +37.2% | -46.2% | +83.4% | +48.0% |
| 3Y | +62.4% | +83.6% | -21.1% | +43.0% |
| 5Y | +31.8% | +212.7% | -180.9% | +3.9% |
| 10Y | +41.9% | +273.0% | -231.1% | +5.3% |
| All | +118.5% | +108.9% | +9.6% | +66.8% |
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