+56.3%
CVE vs SGI
-29.2%
+85.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -2.2% |
| 7D | -16.1% | +1.0% | -17.1% | -15.6% |
| 30D | -10.4% | +3.9% | -14.3% | -8.9% |
| 3M | -2.4% | -0.8% | -1.5% | -1.7% |
| 6M | -4.4% | -18.0% | +13.5% | -6.0% |
| YTD | +64.9% | -27.6% | +92.6% | +69.3% |
| All | +56.3% | -29.2% | +85.4% | +59.8% |
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