+134.5%
CVE vs SGI
+390.8%
-256.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +1.0% |
| 7D | -16.1% | +1.0% | -17.1% | -16.7% |
| 30D | -10.4% | +3.9% | -14.3% | -12.1% |
| 3M | -2.4% | -0.8% | -1.5% | -3.3% |
| 6M | -4.4% | -18.0% | +13.5% | -1.4% |
| YTD | +64.9% | -27.6% | +92.6% | +74.4% |
| 1Y | +66.0% | -27.2% | +93.3% | +74.8% |
| 3Y | +57.7% | +76.0% | -18.3% | +18.9% |
| 5Y | +144.7% | +50.0% | +94.8% | +83.9% |
| All | +134.5% | +390.8% | -256.3% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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