+8,302.1%
CB vs SIRI
-7.3%
+8,309.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | -1.0% | -2.6% | +1.6% | -0.9% |
| 30D | +7.3% | +22.2% | -14.9% | +6.0% |
| 3M | +7.0% | +14.1% | -7.1% | +6.1% |
| 6M | +16.3% | +22.5% | -6.2% | +14.8% |
| YTD | +19.7% | +67.9% | -48.1% | +15.8% |
| 1Y | +27.8% | +54.6% | -26.8% | +24.2% |
| 3Y | +72.0% | -21.3% | +93.3% | +71.6% |
| 5Y | +104.9% | -40.4% | +145.2% | +105.6% |
| 10Y | +246.7% | -6.2% | +253.0% | +238.5% |
| All | +8,302.1% | -7.3% | +8,309.3% | +7,150.9% |
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