+3,994.3%
CMG vs SIRI
-38.6%
+4,032.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -6.5% | -3.9% | -2.6% | -5.9% |
| 30D | +12.1% | -0.8% | +12.9% | +12.2% |
| 3M | +20.6% | +4.3% | +16.3% | +19.7% |
| 6M | +2.1% | +34.1% | -32.0% | -2.4% |
| YTD | -2.6% | +47.3% | -49.9% | -8.3% |
| 1Y | -8.7% | +22.9% | -31.6% | -12.2% |
| 3Y | -7.4% | -24.6% | +17.2% | -7.6% |
| 5Y | -5.7% | -43.2% | +37.5% | -4.4% |
| 10Y | +322.3% | -12.3% | +334.6% | +300.1% |
| All | +3,994.3% | -38.6% | +4,032.9% | +3,149.4% |
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