+67.0%
CVE vs SGI
-18.9%
+85.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -3.6% |
| 7D | -14.1% | +5.3% | -19.4% | -12.4% |
| 30D | -11.6% | +8.2% | -19.8% | -9.1% |
| 3M | 0.0% | -2.2% | +2.2% | +0.5% |
| 6M | -8.4% | -8.4% | 0.0% | -7.4% |
| YTD | +65.9% | -23.4% | +89.3% | +73.4% |
| All | +67.0% | -18.9% | +85.9% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling