-22.4%
SIRI vs CLBK
+52.2%
-74.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.6% | -1.5% | +2.0% | +1.0% |
| 30D | +2.5% | -1.0% | +3.5% | +2.8% |
| 3M | +6.6% | +22.9% | -16.3% | -0.4% |
| 6M | +32.9% | +44.2% | -11.3% | +17.9% |
| YTD | +50.5% | +64.0% | -13.5% | +27.0% |
| 1Y | +28.0% | +65.7% | -37.7% | +7.3% |
| 3Y | -22.4% | +54.1% | -76.5% | -32.8% |
| All | -22.4% | +52.2% | -74.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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