+22.4%
CB vs SIRI
+23.5%
-1.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -0.5% | -3.9% | +3.4% | -0.3% |
| 30D | -3.1% | -0.8% | -2.2% | -3.0% |
| 3M | +4.2% | +4.3% | -0.1% | +4.2% |
| 6M | +4.7% | +34.1% | -29.3% | +3.0% |
| YTD | +8.8% | +47.3% | -38.5% | +6.4% |
| All | +22.4% | +23.5% | -1.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling