+153.4%
CVE vs SIRI
-12.4%
+165.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.6% |
| 7D | +2.5% | +1.6% | +0.9% | +1.9% |
| 30D | +16.7% | -4.7% | +21.4% | +18.0% |
| 3M | +9.3% | +5.3% | +4.0% | +7.0% |
| 6M | +43.6% | +30.5% | +13.1% | +31.4% |
| YTD | +93.6% | +49.6% | +44.0% | +69.4% |
| 1Y | +98.8% | +28.5% | +70.2% | +80.6% |
| 3Y | +73.6% | -27.5% | +101.1% | +75.6% |
| 5Y | +312.5% | -44.7% | +357.1% | +324.1% |
| All | +153.4% | -12.4% | +165.8% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling