-11.2%
CRM vs SIRI
+59.1%
-70.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -3.7% | +15.9% | -19.5% | -5.7% |
| 30D | -1.1% | +26.0% | -27.2% | -4.6% |
| 3M | +15.5% | +9.2% | +6.3% | +14.2% |
| 6M | +19.5% | +28.3% | -8.8% | +16.3% |
| YTD | -15.5% | +71.5% | -86.9% | -22.6% |
| 1Y | -11.2% | +55.0% | -66.2% | -12.9% |
| All | -11.2% | +59.1% | -70.3% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling