+887.3%
CCI vs SIRI
-86.4%
+973.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -0.3% | -3.9% | +3.6% | +0.3% |
| 30D | +2.1% | -0.8% | +3.0% | +2.2% |
| 3M | -17.8% | +4.3% | -22.1% | -18.4% |
| 6M | -14.2% | +34.1% | -48.2% | -17.7% |
| YTD | -13.3% | +47.3% | -60.7% | -18.2% |
| 1Y | -16.6% | +22.9% | -39.5% | -19.6% |
| 3Y | -10.8% | -24.6% | +13.8% | -11.0% |
| 5Y | -50.3% | -43.2% | -7.1% | -49.9% |
| 10Y | +22.5% | -12.3% | +34.8% | +15.1% |
| All | +887.3% | -86.4% | +973.7% | +579.0% |
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