+38.2%
CFG vs SIRI
+22.5%
+15.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -0.6% | -3.9% | +3.3% | +0.2% |
| 30D | -4.5% | -0.8% | -3.7% | -4.5% |
| 3M | +6.3% | +4.3% | +2.0% | +5.1% |
| 6M | +20.6% | +34.1% | -13.5% | +12.5% |
| YTD | +21.2% | +47.3% | -26.1% | +9.5% |
| 1Y | +38.2% | +22.9% | +15.3% | +29.0% |
| All | +38.2% | +22.5% | +15.7% | +29.0% |
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