+179.3%
COR vs SIRI
-41.5%
+220.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -2.8% | +0.6% | -3.4% | -2.9% |
| 30D | +2.6% | +2.5% | +0.1% | +2.4% |
| 3M | +14.5% | +6.6% | +7.8% | +14.1% |
| 6M | -7.8% | +32.9% | -40.7% | -9.0% |
| YTD | -4.2% | +50.5% | -54.7% | -6.1% |
| 1Y | +7.0% | +28.0% | -21.0% | +5.6% |
| 3Y | +85.5% | -22.4% | +107.9% | +86.2% |
| All | +179.3% | -41.5% | +220.8% | +190.7% |
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