+487.0%
CF vs SIRI
0.0%
+487.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | -0.9% | +11.4% | -12.3% | -3.3% |
| 30D | +6.9% | +24.2% | -17.3% | +1.8% |
| 3M | +4.8% | +11.1% | -6.3% | +2.1% |
| 6M | +4.7% | +23.9% | -19.2% | -1.0% |
| YTD | +56.5% | +70.0% | -13.5% | +36.9% |
| 1Y | +48.4% | +56.6% | -8.2% | +32.2% |
| 3Y | +59.1% | -21.4% | +80.5% | +61.2% |
| 5Y | +109.5% | -38.3% | +147.8% | +113.9% |
| 10Y | +487.0% | -3.5% | +490.5% | +409.4% |
| All | +487.0% | 0.0% | +487.0% | +409.4% |
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