+148.6%
CVE vs SGI
+319.5%
-171.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +5.9% | -5.3% | +11.3% | +7.5% |
| 30D | -10.9% | -2.1% | -8.8% | -11.1% |
| 3M | -4.5% | -8.2% | +3.7% | -3.3% |
| 6M | -1.0% | -4.6% | +3.6% | -2.7% |
| YTD | +74.7% | -31.5% | +106.2% | +87.5% |
| 1Y | +65.8% | -30.8% | +96.6% | +77.0% |
| 3Y | +73.2% | +67.2% | +6.0% | +32.3% |
| 5Y | +155.6% | +42.5% | +113.1% | +94.5% |
| All | +148.6% | +319.5% | -171.0% | +19.3% |
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