+223.6%
CP vs SIRI
-11.0%
+234.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.6% |
| 7D | -2.7% | -3.0% | +0.3% | -2.1% |
| 30D | -3.4% | +1.3% | -4.6% | -3.7% |
| 3M | -0.6% | +5.6% | -6.3% | -1.9% |
| 6M | +6.3% | +35.2% | -28.9% | -0.4% |
| YTD | +21.2% | +49.1% | -27.9% | +11.0% |
| 1Y | +20.0% | +26.8% | -6.8% | +13.3% |
| 3Y | +18.7% | -23.7% | +42.4% | +19.0% |
| 5Y | +34.8% | -41.8% | +76.6% | +36.7% |
| All | +223.6% | -11.0% | +234.6% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling