+97.4%
CB vs SIRI
-43.5%
+140.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.8% | -1.4% |
| 7D | -0.6% | +4.3% | -4.9% | -0.9% |
| 30D | -3.9% | -2.8% | -1.1% | -3.8% |
| 3M | +4.9% | +5.9% | -1.0% | +4.5% |
| 6M | +3.3% | +31.9% | -28.7% | +1.3% |
| YTD | +8.5% | +48.7% | -40.1% | +5.5% |
| 1Y | +22.1% | +23.2% | -1.2% | +20.0% |
| 3Y | +70.1% | -23.9% | +94.0% | +70.1% |
| 5Y | +97.4% | -43.4% | +140.8% | +100.2% |
| All | +97.4% | -43.5% | +140.9% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling