+470.7%
CF vs SIRI
-7.8%
+478.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +5.4% | -3.7% | +9.0% | +6.2% |
| 30D | +6.5% | +20.4% | -13.9% | +2.1% |
| 3M | +4.6% | +12.5% | -7.9% | +1.6% |
| 6M | -3.3% | +23.4% | -26.7% | -8.4% |
| YTD | +63.9% | +65.2% | -1.3% | +44.3% |
| 1Y | +50.4% | +52.4% | -1.9% | +34.8% |
| 3Y | +68.2% | -22.6% | +90.8% | +70.7% |
| 5Y | +113.8% | -41.7% | +155.5% | +123.0% |
| All | +470.7% | -7.8% | +478.4% | +403.0% |
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