+769.1%
CMS vs SIRI
-17.3%
+786.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | -0.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.3% |
| 30D | -3.6% | -4.7% | +1.1% | -3.5% |
| 3M | -1.9% | +5.3% | -7.2% | -2.1% |
| 6M | -11.0% | +30.5% | -41.5% | -11.9% |
| YTD | +0.2% | +49.6% | -49.4% | -1.3% |
| 1Y | -1.3% | +28.5% | -29.8% | -2.3% |
| 3Y | +35.9% | -27.5% | +63.4% | +36.1% |
| 5Y | +23.1% | -44.7% | +67.7% | +23.7% |
| 10Y | +117.9% | -12.6% | +130.5% | +115.3% |
| All | +769.1% | -17.3% | +786.5% | +690.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling