+112.0%
CF vs SIRI
-38.7%
+150.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.8% |
| 7D | -3.2% | +12.6% | -15.8% | -4.1% |
| 30D | +4.3% | +25.9% | -21.6% | +2.4% |
| 3M | +2.8% | +10.3% | -7.5% | +1.9% |
| 6M | +0.6% | +24.8% | -24.2% | -1.4% |
| YTD | +56.6% | +68.6% | -12.0% | +49.2% |
| 1Y | +49.6% | +55.9% | -6.3% | +43.5% |
| 3Y | +61.5% | -22.3% | +83.8% | +63.7% |
| All | +112.0% | -38.7% | +150.7% | +123.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling