+362.4%
CFG vs SIRI
+5.6%
+356.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.9% |
| 7D | +1.5% | +1.6% | 0.0% | +0.9% |
| 30D | -3.8% | -4.7% | +0.9% | -2.3% |
| 3M | +11.5% | +5.3% | +6.2% | +8.9% |
| 6M | +19.2% | +30.5% | -11.3% | +7.0% |
| YTD | +23.7% | +49.6% | -25.9% | +5.1% |
| 1Y | +38.8% | +28.5% | +10.3% | +24.2% |
| 3Y | +178.9% | -27.5% | +206.4% | +187.4% |
| 5Y | +101.8% | -44.7% | +146.4% | +112.6% |
| 10Y | +317.3% | -12.6% | +329.9% | +223.4% |
| All | +362.4% | +5.6% | +356.8% | +224.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling