+45.0%
CG vs SIRI
-22.7%
+67.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +0.2% | -1.7% | +1.9% | +0.6% |
| 30D | +11.2% | +21.1% | -9.9% | +6.7% |
| 3M | -22.1% | +14.7% | -36.8% | -24.4% |
| 6M | -17.9% | +22.9% | -40.9% | -21.8% |
| YTD | -31.3% | +65.7% | -97.0% | -39.3% |
| 1Y | -24.0% | +53.5% | -77.4% | -31.5% |
| 3Y | +45.0% | -23.0% | +68.0% | +49.1% |
| All | +45.0% | -22.7% | +67.6% | +49.1% |
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 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