-39.7%
CAG vs SIRI
-22.6%
-17.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.7% |
| 7D | -5.7% | +0.6% | -6.2% | -5.7% |
| 30D | -2.4% | +2.5% | -4.9% | -2.6% |
| 3M | +9.8% | +6.6% | +3.2% | +9.4% |
| 6M | -10.8% | +32.9% | -43.7% | -12.4% |
| YTD | -10.8% | +50.5% | -61.3% | -13.1% |
| 1Y | -19.0% | +28.0% | -46.9% | -20.4% |
| 3Y | -39.7% | -22.4% | -17.3% | -39.3% |
| All | -39.7% | -22.6% | -17.1% | -39.3% |
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 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