+260.5%
CP vs SIRI
-7.4%
+267.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.1% | -1.7% | +3.8% | +2.5% |
| 30D | +9.3% | +21.1% | -11.8% | +5.2% |
| 3M | +0.5% | +14.7% | -14.3% | -2.4% |
| 6M | +10.4% | +22.9% | -12.5% | +5.6% |
| YTD | +28.7% | +65.7% | -37.0% | +15.3% |
| 1Y | +33.2% | +53.5% | -20.3% | +21.1% |
| 3Y | +38.4% | -23.0% | +61.4% | +39.9% |
| 5Y | +26.2% | -41.5% | +67.7% | +30.4% |
| All | +260.5% | -7.4% | +267.9% | +206.0% |
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