-42.6%
CCL vs SIRI
-10.2%
-32.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.8% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -17.8% | +2.5% | -20.3% | -18.8% |
| 3M | -18.7% | +6.6% | -25.3% | -21.1% |
| 6M | -11.4% | +32.9% | -44.3% | -22.3% |
| YTD | -24.3% | +50.5% | -74.8% | -37.7% |
| 1Y | -28.8% | +28.0% | -56.8% | -37.5% |
| 3Y | +49.3% | -22.4% | +71.7% | +49.2% |
| 5Y | +1.6% | -41.3% | +42.9% | +4.3% |
| All | -42.6% | -10.2% | -32.4% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling