-63.7%
CSGP vs SIRI
-41.3%
-22.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | -0.3% |
| 7D | -6.1% | -3.7% | -2.4% | -5.5% |
| 30D | +0.3% | +20.4% | -20.1% | -2.5% |
| 3M | -1.3% | +12.5% | -13.8% | -3.2% |
| 6M | -8.9% | +23.4% | -32.4% | -12.0% |
| YTD | -55.2% | +65.2% | -120.4% | -58.8% |
| 1Y | -56.4% | +52.4% | -108.8% | -59.4% |
| 3Y | -62.2% | -22.6% | -39.6% | -62.5% |
| 5Y | -63.7% | -41.7% | -22.0% | -59.5% |
| All | -63.7% | -41.3% | -22.3% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling