+264.4%
CAG vs SIRI
-17.7%
+282.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.7% |
| 7D | -5.9% | -3.0% | -2.9% | -5.8% |
| 30D | -1.5% | +1.3% | -2.8% | -1.6% |
| 3M | +11.5% | +5.6% | +5.8% | +11.3% |
| 6M | -15.7% | +35.1% | -50.8% | -16.2% |
| YTD | -10.2% | +49.0% | -59.2% | -11.0% |
| 1Y | -18.1% | +26.8% | -44.8% | -18.5% |
| 3Y | -39.4% | -23.7% | -15.7% | -39.4% |
| 5Y | -42.6% | -41.8% | -0.7% | -42.5% |
| 10Y | -35.6% | -11.3% | -24.3% | -36.0% |
| All | +264.4% | -17.7% | +282.0% | +273.6% |
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