+2,796.0%
CL vs SIRI
-7.3%
+2,803.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -2.6% | +1.9% | -0.7% |
| 30D | +9.5% | +22.2% | -12.7% | +8.9% |
| 3M | +6.8% | +14.1% | -7.3% | +6.3% |
| 6M | +14.3% | +22.5% | -8.2% | +13.5% |
| YTD | +27.0% | +67.9% | -40.9% | +24.9% |
| 1Y | +26.3% | +54.6% | -28.3% | +24.5% |
| 3Y | +39.3% | -21.3% | +60.6% | +39.1% |
| 5Y | +41.5% | -40.4% | +81.9% | +41.7% |
| 10Y | +84.1% | -6.2% | +90.3% | +81.5% |
| All | +2,796.0% | -7.3% | +2,803.3% | +2,422.0% |
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