+276.6%
CCL vs SIRI
-17.3%
+293.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | -5.0% | +1.6% | -6.6% | -5.2% |
| 30D | -20.3% | -4.7% | -15.6% | -20.0% |
| 3M | -15.1% | +5.3% | -20.4% | -15.6% |
| 6M | -15.1% | +30.5% | -45.6% | -17.4% |
| YTD | -21.8% | +49.6% | -71.4% | -25.0% |
| 1Y | -24.8% | +28.5% | -53.3% | -26.9% |
| 3Y | +51.9% | -27.5% | +79.3% | +53.8% |
| 5Y | +4.0% | -44.7% | +48.7% | +7.0% |
| 10Y | -42.2% | -12.6% | -29.6% | -41.8% |
| All | +276.6% | -17.3% | +293.9% | +209.3% |
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 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