+34.9%
CP vs SIRI
-44.1%
+79.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +0.6% | -3.9% | +4.5% | +1.1% |
| 30D | -0.5% | -0.8% | +0.3% | -0.4% |
| 3M | +0.1% | +4.3% | -4.2% | -0.5% |
| 6M | +7.8% | +34.1% | -26.2% | +3.9% |
| YTD | +22.9% | +47.3% | -24.5% | +16.9% |
| 1Y | +21.3% | +22.9% | -1.6% | +17.8% |
| 3Y | +20.4% | -24.6% | +44.9% | +20.2% |
| 5Y | +34.9% | -43.2% | +78.1% | +36.3% |
| All | +34.9% | -44.1% | +79.0% | +36.3% |
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