+67.3%
CSGP vs SIRI
0.0%
+67.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.4% | +2.1% |
| 7D | -1.8% | +11.4% | -13.2% | -4.3% |
| 30D | +5.3% | +24.2% | -19.0% | +0.2% |
| 3M | +3.3% | +11.1% | -7.8% | +0.6% |
| 6M | -4.7% | +23.9% | -28.6% | -9.6% |
| YTD | -53.5% | +70.0% | -123.6% | -59.3% |
| 1Y | -53.7% | +56.6% | -110.4% | -58.7% |
| 3Y | -59.7% | -21.4% | -38.4% | -59.5% |
| 5Y | -62.5% | -38.3% | -24.2% | -61.5% |
| 10Y | +67.3% | -3.5% | +70.8% | +48.1% |
| All | +67.3% | 0.0% | +67.3% | +48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling