+61.8%
CVE vs SIRI
+544.7%
-482.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | -16.1% | +12.6% | -28.7% | -19.2% |
| 30D | -10.4% | +25.9% | -36.3% | -16.4% |
| 3M | -2.4% | +10.3% | -12.7% | -5.8% |
| 6M | -4.4% | +24.8% | -29.2% | -11.7% |
| YTD | +64.9% | +68.6% | -3.7% | +38.1% |
| 1Y | +66.0% | +55.9% | +10.1% | +42.2% |
| 3Y | +57.7% | -22.3% | +80.0% | +56.7% |
| 5Y | +144.7% | -38.6% | +183.4% | +142.4% |
| 10Y | +139.2% | -0.6% | +139.8% | +103.4% |
| All | +61.8% | +544.7% | -482.9% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling