+37.9%
CP vs SIRI
-21.7%
+59.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -2.6% | +1.9% | -0.3% |
| 30D | +9.6% | +22.2% | -12.6% | +6.7% |
| 3M | +2.2% | +14.1% | -11.8% | +0.3% |
| 6M | +11.1% | +22.5% | -11.4% | +7.9% |
| YTD | +28.2% | +67.9% | -39.7% | +18.8% |
| 1Y | +32.2% | +54.6% | -22.4% | +23.9% |
| All | +37.9% | -21.7% | +59.6% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling