-4.5%
CRS vs SIRI
+59.9%
-64.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.4% | -10.0% | -2.6% |
| 7D | +4.3% | +22.3% | -17.9% | +1.4% |
| 30D | -25.5% | +26.9% | -52.4% | -28.0% |
| 3M | -48.7% | +9.6% | -58.3% | -49.2% |
| 6M | -31.6% | +27.2% | -58.8% | -34.6% |
| YTD | -7.0% | +72.4% | -79.4% | -19.1% |
| 1Y | -4.5% | +59.9% | -64.4% | -15.7% |
| All | -4.5% | +59.9% | -64.4% | -15.7% |
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