+11,468.2%
CMI vs SIRI
-17.7%
+11,485.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -0.9% |
| 7D | +0.8% | -3.0% | +3.8% | +1.0% |
| 30D | -12.8% | +1.3% | -14.1% | -12.9% |
| 3M | -12.4% | +5.6% | -18.1% | -12.9% |
| 6M | -0.9% | +35.2% | -36.0% | -3.1% |
| YTD | +8.9% | +49.1% | -40.2% | +5.5% |
| 1Y | +37.7% | +26.8% | +10.9% | +34.8% |
| 3Y | +148.9% | -23.7% | +172.5% | +148.9% |
| 5Y | +164.4% | -41.8% | +206.2% | +166.5% |
| 10Y | +506.9% | -11.3% | +518.2% | +495.0% |
| All | +11,468.2% | -17.7% | +11,485.9% | +9,835.5% |
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