+89.9%
CVE vs SGI
+1,295.2%
-1,205.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +2.5% | +8.5% | -6.0% | +0.2% |
| 30D | +16.7% | +0.7% | +16.1% | +16.2% |
| 3M | +9.3% | +0.6% | +8.7% | +7.7% |
| 6M | +43.6% | -17.9% | +61.5% | +47.2% |
| YTD | +93.6% | -21.2% | +114.8% | +100.0% |
| 1Y | +98.8% | -18.9% | +117.6% | +102.7% |
| 3Y | +73.6% | +52.6% | +21.0% | +45.2% |
| 5Y | +312.5% | +60.7% | +251.8% | +225.1% |
| 10Y | +161.0% | +278.1% | -117.1% | +47.5% |
| All | +89.9% | +1,295.2% | -1,205.3% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling