+58.1%
CVE vs SGI
-32.6%
+90.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.5% |
| 7D | +0.1% | -10.5% | +10.6% | -3.1% |
| 30D | -10.8% | +0.1% | -11.0% | -10.2% |
| 3M | -4.3% | -4.0% | -0.4% | -4.5% |
| 6M | -1.5% | -5.6% | +4.2% | -1.9% |
| YTD | +70.7% | -29.5% | +100.2% | +74.0% |
| 1Y | +58.1% | -31.5% | +89.6% | +61.3% |
| All | +58.1% | -32.6% | +90.7% | +61.3% |
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 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