+5,967.0%
CF vs SIRI
-44.0%
+6,011.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.8% |
| 7D | +6.0% | +1.6% | +4.4% | +5.7% |
| 30D | +14.8% | -4.7% | +19.6% | +15.7% |
| 3M | +14.1% | +5.3% | +8.8% | +12.8% |
| 6M | +28.5% | +30.5% | -2.0% | +22.0% |
| YTD | +74.9% | +49.6% | +25.3% | +61.9% |
| 1Y | +61.7% | +28.5% | +33.2% | +53.0% |
| 3Y | +80.3% | -27.5% | +107.8% | +80.9% |
| 5Y | +226.0% | -44.7% | +270.6% | +232.3% |
| 10Y | +569.9% | -12.6% | +582.5% | +533.0% |
| All | +5,967.0% | -44.0% | +6,011.0% | +5,473.2% |
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