+65.2%
CSGP vs SIRI
-1.3%
+66.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.3% |
| 7D | +1.3% | +12.6% | -11.3% | -1.5% |
| 30D | +10.7% | +25.9% | -15.2% | +5.0% |
| 3M | +3.3% | +10.3% | -7.0% | +0.8% |
| 6M | -10.3% | +24.8% | -35.1% | -15.1% |
| YTD | -54.6% | +68.6% | -123.2% | -60.1% |
| 1Y | -54.6% | +55.9% | -110.5% | -59.5% |
| 3Y | -60.3% | -22.3% | -38.0% | -60.0% |
| 5Y | -63.3% | -38.6% | -24.7% | -62.4% |
| All | +65.2% | -1.3% | +66.5% | +46.3% |
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