+0.4%
CMS vs SIRI
+59.9%
-59.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.4% | -7.0% | +0.7% |
| 7D | +4.1% | +22.3% | -18.2% | +2.4% |
| 30D | +10.9% | +26.9% | -16.1% | +8.8% |
| 3M | -0.2% | +9.6% | -9.9% | -1.2% |
| 6M | -4.7% | +27.2% | -31.9% | -6.2% |
| YTD | +3.9% | +72.4% | -68.5% | -0.3% |
| 1Y | +0.4% | +59.9% | -59.6% | -3.4% |
| All | +0.4% | +59.9% | -59.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling