+17,451.9%
COR vs SIRI
-8.4%
+17,460.3%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -1.8% |
| 7D | +2.8% | +1.6% | +1.2% | +2.7% |
| 30D | +4.5% | -4.7% | +9.2% | +4.7% |
| 3M | +22.7% | +5.3% | +17.4% | +22.4% |
| 6M | -9.7% | +30.5% | -40.2% | -10.7% |
| YTD | -1.4% | +49.6% | -51.1% | -3.0% |
| 1Y | +13.9% | +28.5% | -14.6% | +12.6% |
| 3Y | +94.0% | -27.5% | +121.4% | +94.1% |
| 5Y | +184.0% | -44.7% | +228.7% | +185.4% |
| 10Y | +406.8% | -12.6% | +419.4% | +400.4% |
| All | +17,451.9% | -8.4% | +17,460.3% | +15,597.2% |
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