-1.3%
CMS vs SIRI
+28.3%
-29.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | 0.0% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | -3.6% | -4.7% | +1.1% | -3.3% |
| 3M | -1.9% | +5.3% | -7.2% | -2.1% |
| 6M | -11.0% | +30.5% | -41.5% | -12.3% |
| YTD | +0.2% | +49.6% | -49.4% | -2.3% |
| 1Y | -1.3% | +28.5% | -29.8% | -3.0% |
| All | -1.3% | +28.3% | -29.7% | -3.0% |
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