+208.5%
CFG vs SIRI
-7.4%
+216.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +3.2% | -1.7% | +4.9% | +3.8% |
| 30D | +5.1% | +21.1% | -16.0% | -1.8% |
| 3M | -11.2% | +14.7% | -26.0% | -15.6% |
| 6M | +9.6% | +22.9% | -13.4% | +1.2% |
| YTD | +15.0% | +65.7% | -50.8% | -5.3% |
| 1Y | +29.9% | +53.5% | -23.6% | +9.9% |
| 3Y | +192.1% | -23.0% | +215.1% | +198.5% |
| 5Y | +62.3% | -41.5% | +103.8% | +70.3% |
| All | +208.5% | -7.4% | +216.0% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling