+639.7%
CEG vs SIRI
-43.4%
+683.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +6.7% | +4.3% | +2.4% | +6.1% |
| 30D | +11.0% | -2.8% | +13.8% | +11.3% |
| 3M | +19.5% | +5.9% | +13.6% | +18.4% |
| 6M | -5.9% | +31.9% | -37.8% | -9.3% |
| YTD | -15.0% | +48.7% | -63.6% | -19.4% |
| 1Y | +0.6% | +23.2% | -22.6% | -2.5% |
| 3Y | +180.6% | -23.9% | +204.5% | +176.9% |
| All | +639.7% | -43.4% | +683.1% | +707.1% |
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