+79.1%
CME vs SIRI
-43.2%
+122.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.8% |
| 7D | -0.6% | -3.9% | +3.3% | -0.6% |
| 30D | +4.7% | -0.8% | +5.5% | +4.7% |
| 3M | +7.8% | +4.3% | +3.5% | +7.8% |
| 6M | -11.0% | +34.1% | -45.0% | -11.2% |
| YTD | +4.0% | +47.3% | -43.3% | +3.7% |
| 1Y | +9.1% | +22.9% | -13.8% | +8.9% |
| 3Y | +52.3% | -24.6% | +76.8% | +53.4% |
| All | +79.1% | -43.2% | +122.3% | +85.6% |
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