+146.2%
CVE vs SGI
+57.3%
+88.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | 0.0% | -2.4% |
| 7D | -14.1% | +5.3% | -19.4% | -14.7% |
| 30D | -11.6% | +8.2% | -19.8% | -12.7% |
| 3M | 0.0% | -2.2% | +2.2% | 0.0% |
| 6M | -8.4% | -8.4% | 0.0% | -8.2% |
| YTD | +65.9% | -23.4% | +89.3% | +71.2% |
| 1Y | +69.4% | -14.0% | +83.4% | +69.8% |
| 3Y | +55.9% | +78.8% | -22.9% | +32.6% |
| 5Y | +146.2% | +58.6% | +87.5% | +106.2% |
| All | +146.2% | +57.3% | +88.8% | +106.2% |
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