+5,849.8%
CRS vs SIRI
-18.6%
+5,868.4%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -0.5% | -3.9% | +3.4% | -0.2% |
| 30D | -18.1% | -0.8% | -17.3% | -18.1% |
| 3M | -12.4% | +4.3% | -16.7% | -12.9% |
| 6M | +15.9% | +34.1% | -18.1% | +12.5% |
| YTD | +45.8% | +47.3% | -1.5% | +40.1% |
| 1Y | +87.8% | +22.9% | +64.8% | +83.3% |
| 3Y | +648.7% | -24.6% | +673.3% | +650.0% |
| 5Y | +1,416.6% | -43.2% | +1,459.8% | +1,442.1% |
| 10Y | +1,412.7% | -12.3% | +1,425.0% | +1,406.2% |
| All | +5,849.8% | -18.6% | +5,868.4% | +4,642.0% |
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