+3,860.6%
CLS vs SIRI
-41.5%
+3,902.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.6% | +6.4% |
| 7D | +10.9% | +0.6% | +10.4% | +10.8% |
| 30D | +2.1% | +2.5% | -0.4% | +1.5% |
| 3M | -10.2% | +6.6% | -16.8% | -11.6% |
| 6M | +30.4% | +32.9% | -2.5% | +22.8% |
| YTD | +17.2% | +50.5% | -33.2% | +7.3% |
| 1Y | +41.0% | +28.0% | +13.1% | +33.0% |
| 3Y | +1,338.0% | -22.4% | +1,360.4% | +1,322.1% |
| All | +3,860.6% | -41.5% | +3,902.1% | +4,136.8% |
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