+287.5%
CAH vs SIRI
-10.2%
+297.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | +0.2% | +2.5% | -2.3% | -0.2% |
| 3M | +6.3% | +6.6% | -0.3% | +5.1% |
| 6M | +9.4% | +32.9% | -23.5% | +4.3% |
| YTD | +15.0% | +50.5% | -35.5% | +7.3% |
| 1Y | +55.4% | +28.0% | +27.5% | +48.5% |
| 3Y | +173.8% | -22.4% | +196.2% | +171.7% |
| 5Y | +395.2% | -41.3% | +436.5% | +399.3% |
| All | +287.5% | -10.2% | +297.7% | +251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling