+76.7%
CF vs SIRI
-23.9%
+100.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -3.1% |
| 7D | +6.0% | +1.6% | +4.4% | +5.9% |
| 30D | +14.8% | -4.7% | +19.6% | +15.1% |
| 3M | +14.1% | +5.3% | +8.8% | +13.6% |
| 6M | +28.5% | +30.5% | -2.0% | +25.9% |
| YTD | +74.9% | +49.6% | +25.3% | +69.5% |
| 1Y | +61.7% | +28.5% | +33.2% | +58.3% |
| All | +76.7% | -23.9% | +100.6% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling