-62.8%
CSGP vs SIRI
-27.1%
-35.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.0% |
| 7D | -4.1% | +1.6% | -5.6% | -4.4% |
| 30D | +2.3% | -4.7% | +7.0% | +3.1% |
| 3M | -8.2% | +5.3% | -13.4% | -9.0% |
| 6M | -35.1% | +30.5% | -65.6% | -38.2% |
| YTD | -54.0% | +49.6% | -103.7% | -57.4% |
| 1Y | -65.3% | +28.5% | -93.8% | -67.0% |
| All | -62.8% | -27.1% | -35.7% | -63.1% |
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 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