+4,405.0%
CAH vs SIRI
-18.6%
+4,423.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -2.2% | -3.9% | +1.7% | -2.1% |
| 30D | +1.2% | -0.8% | +2.0% | +1.2% |
| 3M | +13.1% | +4.3% | +8.8% | +12.9% |
| 6M | +8.5% | +34.1% | -25.6% | +7.0% |
| YTD | +17.6% | +47.3% | -29.7% | +15.6% |
| 1Y | +60.7% | +22.9% | +37.7% | +59.0% |
| 3Y | +183.2% | -24.6% | +207.7% | +183.1% |
| 5Y | +402.2% | -43.2% | +445.4% | +404.7% |
| 10Y | +302.3% | -12.3% | +314.6% | +297.1% |
| All | +4,405.0% | -18.6% | +4,423.7% | +4,068.6% |
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