+6,706.3%
CME vs SIRI
+361.9%
+6,344.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -2.9% | +4.3% | -7.1% | -3.3% |
| 30D | +5.5% | -2.8% | +8.4% | +5.7% |
| 3M | +11.0% | +5.9% | +5.1% | +10.2% |
| 6M | -9.7% | +31.9% | -41.6% | -12.4% |
| YTD | +4.9% | +48.7% | -43.8% | +0.4% |
| 1Y | +10.1% | +23.2% | -13.1% | +7.2% |
| 3Y | +53.5% | -23.9% | +77.4% | +52.7% |
| 5Y | +77.2% | -43.4% | +120.6% | +78.2% |
| 10Y | +282.1% | -13.6% | +295.8% | +266.1% |
| All | +6,706.3% | +361.9% | +6,344.5% | +5,340.6% |
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 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