+57.7%
CVE vs SIRI
-26.1%
+83.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.5% |
| 7D | -16.1% | +12.6% | -28.7% | -16.9% |
| 30D | -10.4% | +25.9% | -36.3% | -12.0% |
| 3M | -2.4% | +10.3% | -12.7% | -3.1% |
| 6M | -4.4% | +24.8% | -29.2% | -6.6% |
| YTD | +64.9% | +68.6% | -3.7% | +55.3% |
| 1Y | +66.0% | +55.9% | +10.1% | +57.8% |
| 3Y | +57.7% | -22.3% | +80.0% | +57.5% |
| All | +57.7% | -26.1% | +83.8% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling