+3.7%
CG vs SIRI
-42.5%
+46.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.5% | -2.6% |
| 7D | -9.8% | -3.0% | -6.8% | -9.2% |
| 30D | -10.3% | +1.3% | -11.6% | -10.6% |
| 3M | -1.7% | +5.6% | -7.3% | -3.0% |
| 6M | -9.8% | +35.2% | -45.0% | -16.0% |
| YTD | -25.6% | +49.1% | -74.7% | -32.5% |
| 1Y | -32.5% | +26.8% | -59.3% | -36.6% |
| 3Y | +45.6% | -23.7% | +69.3% | +45.0% |
| 5Y | +3.7% | -41.8% | +45.5% | +10.3% |
| All | +3.7% | -42.5% | +46.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling