+604.8%
CRS vs SIRI
-22.6%
+627.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.2% |
| 7D | -6.8% | +0.6% | -7.3% | -6.8% |
| 30D | -16.1% | +2.5% | -18.6% | -16.4% |
| 3M | -21.2% | +6.6% | -27.8% | -21.9% |
| 6M | +8.7% | +32.9% | -24.2% | +4.7% |
| YTD | +41.0% | +50.5% | -9.5% | +33.7% |
| 1Y | +82.7% | +28.0% | +54.7% | +76.2% |
| 3Y | +604.8% | -22.4% | +627.2% | +584.1% |
| All | +604.8% | -22.6% | +627.4% | +584.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling