+62.3%
CF vs SIRI
+25.1%
+37.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -0.9% | +4.3% | -5.2% | -0.6% |
| 30D | +18.1% | -2.8% | +20.9% | +17.8% |
| 3M | +23.4% | +5.9% | +17.5% | +23.8% |
| 6M | +17.1% | +31.9% | -14.8% | +17.2% |
| YTD | +76.2% | +48.7% | +27.6% | +75.8% |
| 1Y | +62.3% | +23.2% | +39.0% | +62.5% |
| All | +62.3% | +25.1% | +37.1% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling