+2,463.6%
CLS vs SIRI
-88.7%
+2,552.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.4% |
| 7D | +16.3% | -1.7% | +18.0% | +16.6% |
| 30D | -25.7% | +21.1% | -46.8% | -28.0% |
| 3M | -30.9% | +14.7% | -45.6% | -32.6% |
| 6M | -35.5% | +22.9% | -58.4% | -37.9% |
| YTD | -18.7% | +65.7% | -84.4% | -25.4% |
| 1Y | -17.9% | +53.5% | -71.4% | -23.8% |
| 3Y | +838.1% | -23.0% | +861.1% | +842.2% |
| 5Y | +1,971.9% | -41.5% | +2,013.4% | +2,009.0% |
| 10Y | +1,907.9% | -7.4% | +1,915.3% | +1,816.4% |
| All | +2,463.6% | -88.7% | +2,552.4% | +1,940.7% |
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