+593.0%
CEG vs SIRI
-36.9%
+630.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +12.1% | -1.7% | +13.8% | +12.3% |
| 30D | +0.2% | +21.1% | -20.9% | -2.0% |
| 3M | +0.7% | +14.7% | -14.0% | -1.0% |
| 6M | +2.2% | +22.9% | -20.7% | -0.5% |
| YTD | -20.3% | +65.7% | -86.1% | -25.5% |
| 1Y | -16.1% | +53.5% | -69.5% | -20.8% |
| 3Y | +134.7% | -23.0% | +157.7% | +132.5% |
| All | +593.0% | -36.9% | +630.0% | +645.9% |
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 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