+23.6%
CMS vs SIRI
-44.1%
+67.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | +0.2% | -3.9% | +4.1% | +0.4% |
| 30D | -1.3% | -0.8% | -0.5% | -1.3% |
| 3M | -5.4% | +4.3% | -9.7% | -5.7% |
| 6M | -10.3% | +34.1% | -44.4% | -12.1% |
| YTD | -0.2% | +47.3% | -47.5% | -2.8% |
| 1Y | -0.9% | +22.9% | -23.8% | -2.4% |
| 3Y | +34.0% | -24.6% | +58.5% | +34.7% |
| 5Y | +23.6% | -43.2% | +66.7% | +31.6% |
| All | +23.6% | -44.1% | +67.7% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling