-61.5%
CSGP vs SIRI
-21.7%
-39.8%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.1% | -2.6% | -4.5% | -6.6% |
| 30D | +3.6% | +22.2% | -18.6% | 0.0% |
| 3M | -2.7% | +14.1% | -16.8% | -5.1% |
| 6M | -8.0% | +22.5% | -30.6% | -11.4% |
| YTD | -55.0% | +67.9% | -122.9% | -59.1% |
| 1Y | -55.8% | +54.6% | -110.3% | -59.2% |
| All | -61.5% | -21.7% | -39.8% | -61.8% |
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