+33.7%
CFG vs SIRI
+59.9%
-26.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +8.4% | -6.1% | +0.7% |
| 7D | +1.8% | +22.3% | -20.5% | -2.3% |
| 30D | +3.3% | +26.9% | -23.7% | -1.6% |
| 3M | -9.8% | +9.6% | -19.5% | -11.8% |
| 6M | +5.2% | +27.2% | -22.0% | 0.0% |
| YTD | +16.1% | +72.4% | -56.3% | +1.2% |
| 1Y | +33.7% | +59.9% | -26.3% | +20.5% |
| All | +33.7% | +59.9% | -26.2% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling