+89.6%
CL vs SIRI
-7.4%
+97.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +3.2% | -1.7% | +4.9% | +3.4% |
| 30D | +8.0% | +21.1% | -13.1% | +6.1% |
| 3M | +7.9% | +14.7% | -6.9% | +6.4% |
| 6M | +14.7% | +22.9% | -8.2% | +12.4% |
| YTD | +29.2% | +65.7% | -36.6% | +22.8% |
| 1Y | +29.5% | +53.5% | -23.9% | +24.0% |
| 3Y | +40.7% | -23.0% | +63.7% | +41.7% |
| 5Y | +43.9% | -41.5% | +85.3% | +47.3% |
| All | +89.6% | -7.4% | +97.0% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling