+66.2%
CTAS vs SIRI
-22.6%
+88.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +0.5% | +0.6% | 0.0% | +0.5% |
| 30D | -0.7% | +2.5% | -3.2% | -1.0% |
| 3M | +11.1% | +6.6% | +4.5% | +10.4% |
| 6M | +2.1% | +32.9% | -30.7% | -0.8% |
| YTD | +8.0% | +50.5% | -42.5% | +3.4% |
| 1Y | -0.5% | +28.0% | -28.4% | -3.3% |
| 3Y | +66.2% | -22.4% | +88.6% | +64.1% |
| All | +66.2% | -22.6% | +88.8% | +64.1% |
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