+117.7%
CMS vs SIRI
-11.0%
+128.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.9% |
| 7D | -1.3% | -3.0% | +1.7% | -1.0% |
| 30D | -2.8% | +1.3% | -4.1% | -3.0% |
| 3M | -7.1% | +5.6% | -12.8% | -7.8% |
| 6M | -10.0% | +35.2% | -45.2% | -13.3% |
| YTD | -0.9% | +49.1% | -50.0% | -5.7% |
| 1Y | -2.0% | +26.8% | -28.8% | -5.2% |
| 3Y | +33.0% | -23.7% | +56.7% | +33.5% |
| 5Y | +24.3% | -41.8% | +66.1% | +26.3% |
| All | +117.7% | -11.0% | +128.8% | +100.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling