+8,540.1%
CP vs SIRI
-8.5%
+8,548.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +2.1% | -1.7% | +3.8% | +2.2% |
| 30D | +9.3% | +21.1% | -11.8% | +8.1% |
| 3M | +0.5% | +14.7% | -14.3% | -0.4% |
| 6M | +10.4% | +22.9% | -12.5% | +9.0% |
| YTD | +28.7% | +65.7% | -37.0% | +24.7% |
| 1Y | +33.2% | +53.5% | -20.3% | +29.6% |
| 3Y | +38.4% | -23.0% | +61.4% | +38.6% |
| 5Y | +26.2% | -41.5% | +67.7% | +27.0% |
| 10Y | +258.4% | -7.4% | +265.8% | +251.4% |
| All | +8,540.1% | -8.5% | +8,548.5% | +7,735.8% |
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