+35.2%
CMS vs SIRI
-23.5%
+58.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.5% |
| 7D | +1.2% | +4.3% | -3.1% | +1.0% |
| 30D | -3.2% | -2.8% | -0.3% | -3.1% |
| 3M | -2.2% | +5.9% | -8.1% | -2.4% |
| 6M | -9.4% | +31.9% | -41.4% | -10.5% |
| YTD | +0.7% | +48.7% | -48.0% | -1.0% |
| 1Y | +0.4% | +23.2% | -22.9% | -0.7% |
| 3Y | +35.2% | -23.9% | +59.1% | +37.3% |
| All | +35.2% | -23.5% | +58.7% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling