+481.0%
CF vs SIRI
-5.0%
+486.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | +4.8% | +5.5% | -0.8% | +3.4% |
| 30D | +9.7% | +22.6% | -12.9% | +4.7% |
| 3M | +1.2% | +12.9% | -11.7% | -1.7% |
| 6M | +7.4% | +22.3% | -14.9% | +1.9% |
| YTD | +60.5% | +67.8% | -7.2% | +40.8% |
| 1Y | +50.7% | +54.6% | -3.8% | +34.6% |
| 3Y | +64.8% | -21.4% | +86.2% | +66.6% |
| 5Y | +115.8% | -39.2% | +155.0% | +121.1% |
| 10Y | +481.0% | -5.2% | +486.3% | +406.8% |
| All | +481.0% | -5.0% | +486.0% | +406.8% |
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