+59.9%
SIRI vs CPB
-18.4%
+78.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.9% | +2.5% | +7.4% |
| 7D | +22.3% | +13.0% | +9.3% | +19.9% |
| 30D | +26.9% | +20.5% | +6.4% | +23.4% |
| 3M | +9.6% | +2.2% | +7.4% | +8.5% |
| 6M | +27.2% | +15.4% | +11.8% | +24.4% |
| YTD | +72.4% | -12.3% | +84.7% | +73.4% |
| 1Y | +59.9% | -18.0% | +77.9% | +61.0% |
| All | +59.9% | -18.4% | +78.4% | +61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling