+28.5%
CL vs SIRI
-42.5%
+71.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -2.4% | -3.0% | +0.6% | -2.3% |
| 30D | -4.8% | +1.3% | -6.1% | -4.8% |
| 3M | -1.7% | +5.6% | -7.3% | -1.9% |
| 6M | -3.8% | +35.1% | -39.0% | -4.9% |
| YTD | +13.3% | +49.0% | -35.8% | +11.6% |
| 1Y | +8.3% | +26.8% | -18.5% | +7.2% |
| 3Y | +28.8% | -23.7% | +52.5% | +28.5% |
| 5Y | +28.5% | -41.8% | +70.4% | +33.3% |
| All | +28.5% | -42.5% | +71.1% | +33.3% |
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