+38.8%
CFG vs SIRI
+28.3%
+10.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.4% |
| 7D | +1.5% | +1.6% | 0.0% | +1.2% |
| 30D | -3.8% | -4.7% | +0.9% | -3.1% |
| 3M | +11.5% | +5.3% | +6.2% | +10.1% |
| 6M | +19.2% | +30.5% | -11.3% | +12.1% |
| YTD | +23.7% | +49.6% | -25.9% | +11.8% |
| 1Y | +38.8% | +28.5% | +10.3% | +27.8% |
| All | +38.8% | +28.3% | +10.5% | +27.8% |
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