+8,581.3%
CP vs SIRI
-8.8%
+8,590.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +0.9% | -3.7% | +4.6% | +1.1% |
| 30D | +10.3% | +20.4% | -10.1% | +9.1% |
| 3M | +2.3% | +12.5% | -10.2% | +1.5% |
| 6M | +10.7% | +23.4% | -12.7% | +9.2% |
| YTD | +29.3% | +65.2% | -35.9% | +25.3% |
| 1Y | +31.5% | +52.4% | -20.9% | +27.9% |
| 3Y | +36.7% | -22.6% | +59.3% | +36.9% |
| 5Y | +26.8% | -41.7% | +68.5% | +27.6% |
| 10Y | +260.1% | -7.8% | +267.9% | +253.1% |
| All | +8,581.3% | -8.8% | +8,590.1% | +7,774.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling