+1,350.3%
CRS vs SIRI
-41.5%
+1,391.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.1% | -1.3% |
| 7D | -6.8% | +0.6% | -7.3% | -6.8% |
| 30D | -16.1% | +2.5% | -18.6% | -16.5% |
| 3M | -21.2% | +6.6% | -27.8% | -22.1% |
| 6M | +8.7% | +32.9% | -24.2% | +3.6% |
| YTD | +41.0% | +50.5% | -9.5% | +31.6% |
| 1Y | +82.7% | +28.0% | +54.7% | +74.4% |
| 3Y | +604.8% | -22.4% | +627.2% | +597.5% |
| All | +1,350.3% | -41.5% | +1,391.8% | +1,453.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling