+320.2%
CVE vs SIRI
-44.4%
+364.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -1.0% |
| 7D | +2.5% | +1.6% | +0.9% | +2.3% |
| 30D | +16.7% | -4.7% | +21.4% | +17.2% |
| 3M | +9.3% | +5.3% | +4.0% | +8.4% |
| 6M | +43.6% | +30.5% | +13.1% | +38.4% |
| YTD | +93.6% | +49.6% | +44.0% | +83.2% |
| 1Y | +98.8% | +28.5% | +70.2% | +91.2% |
| 3Y | +73.6% | -27.5% | +101.1% | +74.0% |
| All | +320.2% | -44.4% | +364.5% | +322.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling