+5,331.8%
CF vs SIRI
-36.9%
+5,368.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -3.2% | +12.6% | -15.8% | -5.3% |
| 30D | +4.3% | +25.9% | -21.6% | +0.1% |
| 3M | +2.8% | +10.3% | -7.5% | +0.8% |
| 6M | +0.6% | +24.8% | -24.2% | -3.7% |
| YTD | +56.6% | +68.6% | -12.0% | +41.7% |
| 1Y | +49.6% | +55.9% | -6.3% | +37.1% |
| 3Y | +61.5% | -22.3% | +83.8% | +60.6% |
| 5Y | +124.0% | -38.6% | +162.6% | +124.0% |
| 10Y | +573.2% | -0.6% | +573.8% | +521.0% |
| All | +5,331.8% | -36.9% | +5,368.7% | +4,778.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling