+41.3%
CL vs SIRI
-38.6%
+79.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.4% |
| 7D | +0.5% | +11.4% | -10.9% | +0.1% |
| 30D | +11.6% | +24.2% | -12.7% | +10.6% |
| 3M | +5.6% | +11.1% | -5.5% | +5.1% |
| 6M | +13.2% | +23.9% | -10.7% | +12.2% |
| YTD | +26.9% | +70.0% | -43.1% | +24.4% |
| 1Y | +27.3% | +56.6% | -29.3% | +25.1% |
| 3Y | +39.7% | -21.4% | +61.1% | +39.7% |
| 5Y | +41.3% | -38.3% | +79.6% | +47.3% |
| All | +41.3% | -38.6% | +79.9% | +47.3% |
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