+10,154.6%
CTAS vs SIRI
-17.9%
+10,172.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | 0.0% | +4.3% | -4.3% | -0.3% |
| 30D | -1.0% | -2.8% | +1.8% | -0.9% |
| 3M | +15.8% | +5.9% | +9.8% | +15.3% |
| 6M | -1.0% | +31.9% | -32.9% | -2.9% |
| YTD | +7.4% | +48.7% | -41.2% | +4.5% |
| 1Y | -0.1% | +23.2% | -23.4% | -1.7% |
| 3Y | +66.3% | -23.9% | +90.2% | +66.4% |
| 5Y | +111.0% | -43.4% | +154.4% | +113.0% |
| 10Y | +662.9% | -13.6% | +676.5% | +652.9% |
| All | +10,154.6% | -17.9% | +10,172.5% | +8,828.5% |
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 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