+72.1%
CVE vs SIRI
-22.9%
+95.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +1.8% |
| 7D | +4.6% | -3.7% | +8.3% | +4.9% |
| 30D | -12.0% | +20.4% | -32.4% | -13.3% |
| 3M | -3.8% | +12.5% | -16.3% | -4.7% |
| 6M | -2.7% | +23.4% | -26.2% | -4.9% |
| YTD | +73.6% | +65.2% | +8.4% | +63.6% |
| 1Y | +62.0% | +52.4% | +9.6% | +54.2% |
| All | +72.1% | -22.9% | +95.0% | +72.9% |
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