+5,574.5%
CI vs SIRI
-8.5%
+5,582.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | +1.2% | -1.7% | +2.9% | +1.3% |
| 30D | +2.6% | +21.1% | -18.6% | +1.5% |
| 3M | +7.4% | +14.7% | -7.3% | +6.6% |
| 6M | -0.1% | +22.9% | -23.0% | -1.3% |
| YTD | +9.7% | +65.7% | -56.0% | +6.7% |
| 1Y | +12.1% | +53.5% | -41.3% | +9.4% |
| 3Y | +7.0% | -23.0% | +30.0% | +7.1% |
| 5Y | +49.7% | -41.5% | +91.2% | +50.4% |
| 10Y | +147.2% | -7.4% | +154.7% | +143.1% |
| All | +5,574.5% | -8.5% | +5,582.9% | +4,878.0% |
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 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