+219.9%
CTVA vs SIRI
-35.6%
+255.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -5.8% | -3.9% | -1.9% | -5.0% |
| 30D | +11.1% | -0.8% | +11.9% | +11.2% |
| 3M | +13.2% | +4.3% | +8.9% | +12.2% |
| 6M | +8.7% | +34.1% | -25.3% | +1.9% |
| YTD | +27.3% | +47.3% | -20.0% | +16.5% |
| 1Y | +18.0% | +22.9% | -4.9% | +11.9% |
| 3Y | +76.5% | -24.6% | +101.0% | +78.3% |
| 5Y | +105.1% | -43.2% | +148.3% | +111.8% |
| All | +219.9% | -35.6% | +255.5% | +193.1% |
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 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