-60.3%
CSGP vs SIRI
-26.1%
-34.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -4.4% |
| 7D | +1.3% | +12.6% | -11.3% | -0.9% |
| 30D | +10.7% | +25.9% | -15.2% | +6.3% |
| 3M | +3.3% | +10.3% | -7.0% | +1.3% |
| 6M | -10.3% | +24.8% | -35.1% | -13.9% |
| YTD | -54.6% | +68.6% | -123.2% | -58.8% |
| 1Y | -54.6% | +55.9% | -110.5% | -58.3% |
| 3Y | -60.3% | -22.3% | -38.0% | -60.7% |
| All | -60.3% | -26.1% | -34.2% | -60.7% |
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