-43.9%
SIRI vs CLBK
+64.7%
-108.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.4% |
| 7D | -3.9% | -1.5% | -2.4% | -3.4% |
| 30D | -0.8% | +6.7% | -7.5% | -3.2% |
| 3M | +4.3% | +21.2% | -16.8% | -3.0% |
| 6M | +34.1% | +42.0% | -7.9% | +17.5% |
| YTD | +47.3% | +63.3% | -15.9% | +21.8% |
| 1Y | +22.9% | +65.4% | -42.5% | +0.9% |
| 3Y | -24.6% | +52.5% | -77.0% | -37.7% |
| 5Y | -43.2% | +42.0% | -85.2% | -54.9% |
| All | -43.9% | +64.7% | -108.6% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling