+188.5%
CFG vs SIRI
-23.5%
+212.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +2.7% | +4.3% | -1.6% | +1.7% |
| 30D | -3.7% | -2.8% | -0.9% | -3.1% |
| 3M | +9.5% | +5.9% | +3.6% | +7.8% |
| 6M | +22.2% | +31.9% | -9.7% | +14.0% |
| YTD | +22.3% | +48.7% | -26.3% | +10.6% |
| 1Y | +39.4% | +23.2% | +16.2% | +31.4% |
| 3Y | +188.5% | -23.9% | +212.4% | +195.0% |
| All | +188.5% | -23.5% | +212.0% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling