+619.9%
CF vs SIRI
-14.2%
+634.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.0% |
| 7D | -0.8% | -3.9% | +3.1% | 0.0% |
| 30D | +14.3% | -0.8% | +15.1% | +14.4% |
| 3M | +27.9% | +4.3% | +23.5% | +26.2% |
| 6M | +25.5% | +34.1% | -8.5% | +16.4% |
| YTD | +81.2% | +47.3% | +33.9% | +63.8% |
| 1Y | +66.5% | +22.9% | +43.6% | +56.4% |
| 3Y | +76.7% | -24.6% | +101.2% | +77.5% |
| 5Y | +237.8% | -43.2% | +281.0% | +244.5% |
| 10Y | +619.9% | -12.3% | +632.2% | +482.8% |
| All | +619.9% | -14.2% | +634.0% | +482.8% |
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