+3,264.4%
CSGP vs SIRI
-90.3%
+3,354.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.2% |
| 7D | -4.1% | +1.6% | -5.6% | -4.3% |
| 30D | +2.3% | -4.7% | +7.0% | +2.7% |
| 3M | -8.2% | +5.3% | -13.4% | -8.7% |
| 6M | -35.1% | +30.5% | -65.6% | -37.0% |
| YTD | -54.0% | +49.6% | -103.7% | -56.1% |
| 1Y | -65.3% | +28.5% | -93.8% | -66.4% |
| 3Y | -62.6% | -27.5% | -35.1% | -62.3% |
| 5Y | -64.8% | -44.7% | -20.2% | -64.1% |
| 10Y | +45.1% | -12.6% | +57.7% | +41.1% |
| All | +3,264.4% | -90.3% | +3,354.7% | +3,290.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling