+320.2%
CVE vs SGI
+60.4%
+259.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +2.5% | +8.5% | -6.0% | +1.3% |
| 30D | +16.7% | +0.7% | +16.1% | +16.5% |
| 3M | +9.3% | +0.6% | +8.7% | +8.4% |
| 6M | +43.6% | -17.9% | +61.5% | +46.9% |
| YTD | +93.6% | -21.2% | +114.8% | +99.4% |
| 1Y | +98.8% | -18.9% | +117.6% | +102.7% |
| 3Y | +73.6% | +52.6% | +21.0% | +52.6% |
| All | +320.2% | +60.4% | +259.8% | +254.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling