-11.3%
SIRI vs CNI
+138.2%
-149.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +0.6% | -0.4% | +0.9% | +0.7% |
| 30D | +2.5% | -2.7% | +5.2% | +3.8% |
| 3M | +6.6% | +3.9% | +2.7% | +4.5% |
| 6M | +32.9% | +16.4% | +16.5% | +22.8% |
| YTD | +50.5% | +25.8% | +24.7% | +33.3% |
| 1Y | +28.0% | +32.4% | -4.4% | +10.4% |
| 3Y | -22.4% | +19.1% | -41.5% | -30.1% |
| 5Y | -41.3% | +13.6% | -54.9% | -47.2% |
| All | -11.3% | +138.2% | -149.5% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling