+67.8%
CF vs SIRI
-22.7%
+90.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +4.8% | -1.7% | +6.5% | +4.8% |
| 30D | +4.7% | +21.1% | -16.4% | +3.9% |
| 3M | +7.4% | +14.7% | -7.3% | +6.8% |
| 6M | +0.6% | +22.9% | -22.3% | -0.4% |
| YTD | +64.1% | +65.7% | -1.6% | +59.5% |
| 1Y | +51.4% | +53.5% | -2.1% | +47.7% |
| 3Y | +67.8% | -23.0% | +90.8% | +76.5% |
| All | +67.8% | -22.7% | +90.5% | +76.5% |
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 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