+58.6%
CVE vs SGI
+78.8%
-20.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -2.7% |
| 7D | -14.1% | +5.3% | -19.4% | -14.2% |
| 30D | -11.6% | +8.2% | -19.8% | -11.9% |
| 3M | 0.0% | -2.2% | +2.2% | +0.3% |
| 6M | -8.4% | -8.4% | 0.0% | -7.8% |
| YTD | +65.9% | -23.4% | +89.3% | +72.9% |
| 1Y | +69.4% | -14.0% | +83.4% | +70.1% |
| All | +58.6% | +78.8% | -20.3% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling