-11.8%
CAG vs SIRI
+28.3%
-40.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.5% |
| 7D | -3.8% | +1.6% | -5.4% | -4.0% |
| 30D | +3.1% | -4.7% | +7.8% | +3.9% |
| 3M | +23.5% | +5.3% | +18.2% | +23.0% |
| 6M | -14.8% | +30.5% | -45.4% | -18.2% |
| YTD | -5.4% | +49.6% | -55.1% | -11.6% |
| 1Y | -11.8% | +28.5% | -40.3% | -16.7% |
| All | -11.8% | +28.3% | -40.1% | -16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling