+26.8%
CP vs SIRI
-39.0%
+65.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.7% | -2.6% | +1.9% | -0.4% |
| 30D | +9.6% | +22.2% | -12.6% | +7.1% |
| 3M | +2.2% | +14.1% | -11.8% | +0.6% |
| 6M | +11.1% | +22.5% | -11.4% | +8.3% |
| YTD | +28.2% | +67.9% | -39.7% | +20.1% |
| 1Y | +32.2% | +54.6% | -22.4% | +25.0% |
| 3Y | +35.5% | -21.3% | +56.9% | +34.6% |
| 5Y | +26.8% | -40.4% | +67.2% | +34.9% |
| All | +26.8% | -39.0% | +65.8% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling