+18,977.1%
COR vs SIRI
+1.4%
+18,975.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.6% | +2.9% |
| 7D | +7.8% | -1.7% | +9.5% | +7.9% |
| 30D | +7.0% | +21.1% | -14.1% | +6.2% |
| 3M | +16.3% | +14.7% | +1.5% | +15.6% |
| 6M | +41.3% | +22.9% | +18.4% | +40.1% |
| YTD | +7.1% | +65.7% | -58.6% | +5.0% |
| 1Y | -0.8% | +53.5% | -54.3% | -2.6% |
| 3Y | +85.0% | -23.0% | +108.0% | +84.9% |
| 5Y | +203.9% | -41.5% | +245.4% | +204.7% |
| 10Y | +510.3% | -7.4% | +517.7% | +501.1% |
| All | +18,977.1% | +1.4% | +18,975.7% | +16,894.4% |
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