+173.8%
CAH vs SIRI
-22.6%
+196.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | -5.1% | +0.6% | -5.7% | -5.1% |
| 30D | +0.2% | +2.5% | -2.3% | 0.0% |
| 3M | +6.3% | +6.6% | -0.3% | +5.8% |
| 6M | +9.4% | +32.9% | -23.5% | +7.2% |
| YTD | +15.0% | +50.5% | -35.5% | +11.8% |
| 1Y | +55.4% | +28.0% | +27.5% | +52.0% |
| 3Y | +173.8% | -22.4% | +196.2% | +164.6% |
| All | +173.8% | -22.6% | +196.4% | +164.6% |
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 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