+1,950.4%
CVS vs SIRI
-18.6%
+1,969.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.7% |
| 7D | -1.9% | -3.9% | +2.0% | -1.7% |
| 30D | -0.3% | -0.8% | +0.5% | -0.3% |
| 3M | -1.1% | +4.3% | -5.4% | -1.3% |
| 6M | +23.7% | +34.1% | -10.3% | +22.1% |
| YTD | +23.0% | +47.3% | -24.3% | +20.9% |
| 1Y | +37.2% | +22.9% | +14.2% | +35.7% |
| 3Y | +62.4% | -24.6% | +87.0% | +62.3% |
| 5Y | +31.8% | -43.2% | +75.0% | +32.4% |
| 10Y | +41.9% | -12.3% | +54.2% | +40.1% |
| All | +1,950.4% | -18.6% | +1,969.0% | +1,712.3% |
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