+134.8%
CVE vs SGI
+56.2%
+78.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.1% |
| 7D | -10.1% | -0.2% | -9.8% | -10.1% |
| 30D | -12.1% | +6.6% | -18.7% | -13.0% |
| 3M | -1.9% | +1.8% | -3.7% | -2.5% |
| 6M | -1.8% | -3.9% | +2.0% | -2.5% |
| YTD | +65.8% | -25.2% | +91.0% | +71.5% |
| 1Y | +60.8% | -26.7% | +87.6% | +66.9% |
| 3Y | +70.1% | +86.8% | -16.6% | +43.1% |
| 5Y | +134.8% | +56.6% | +78.1% | +95.7% |
| All | +134.8% | +56.2% | +78.6% | +95.7% |
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