-2.0%
CMS vs SIRI
+24.9%
-26.9%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.8% |
| 7D | -1.3% | -3.0% | +1.7% | -1.1% |
| 30D | -2.8% | +1.3% | -4.1% | -2.9% |
| 3M | -7.1% | +5.6% | -12.7% | -7.3% |
| 6M | -10.0% | +35.1% | -45.2% | -11.7% |
| YTD | -0.9% | +49.0% | -50.0% | -3.6% |
| 1Y | -2.0% | +26.8% | -28.8% | -2.8% |
| All | -2.0% | +24.9% | -26.9% | -2.8% |
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