+306.8%
CFG vs SIRI
-14.2%
+321.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -0.6% | -3.9% | +3.3% | +0.8% |
| 30D | -4.5% | -0.8% | -3.7% | -4.4% |
| 3M | +6.3% | +4.3% | +2.0% | +4.3% |
| 6M | +20.6% | +34.1% | -13.5% | +7.7% |
| YTD | +21.2% | +47.3% | -26.1% | +4.2% |
| 1Y | +38.2% | +22.9% | +15.3% | +26.1% |
| 3Y | +185.9% | -24.6% | +210.5% | +189.6% |
| 5Y | +97.0% | -43.2% | +140.2% | +103.3% |
| 10Y | +306.8% | -12.3% | +319.1% | +226.1% |
| All | +306.8% | -14.2% | +321.0% | +226.1% |
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