+3,154.0%
CLS vs SIRI
-10.2%
+3,164.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.6% | +6.3% |
| 7D | +10.9% | +0.6% | +10.4% | +10.8% |
| 30D | +2.1% | +2.5% | -0.4% | +1.1% |
| 3M | -10.2% | +6.6% | -16.8% | -12.3% |
| 6M | +30.4% | +32.9% | -2.5% | +19.1% |
| YTD | +17.2% | +50.5% | -33.2% | +2.5% |
| 1Y | +41.0% | +28.0% | +13.1% | +29.0% |
| 3Y | +1,338.0% | -22.4% | +1,360.4% | +1,338.5% |
| 5Y | +3,860.6% | -41.3% | +3,901.9% | +3,939.5% |
| All | +3,154.0% | -10.2% | +3,164.2% | +2,775.0% |
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