+53.0%
CSX vs SIRI
+25.1%
+27.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | -0.8% |
| 7D | +0.6% | +4.3% | -3.7% | +0.2% |
| 30D | -2.3% | -2.8% | +0.6% | -2.0% |
| 3M | +4.3% | +5.9% | -1.6% | +3.6% |
| 6M | +23.4% | +31.9% | -8.6% | +19.2% |
| YTD | +36.4% | +48.7% | -12.2% | +29.6% |
| 1Y | +53.0% | +23.2% | +29.8% | +50.7% |
| All | +53.0% | +25.1% | +27.9% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling