-11.3%
SIRI vs CPB
-45.3%
+34.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.6% | -1.8% | +2.3% | +0.9% |
| 30D | +2.5% | -7.1% | +9.6% | +3.9% |
| 3M | +6.6% | -6.0% | +12.7% | +7.7% |
| 6M | +32.9% | -5.3% | +38.1% | +33.7% |
| YTD | +50.5% | -20.8% | +71.3% | +57.2% |
| 1Y | +28.0% | -33.8% | +61.8% | +39.0% |
| 3Y | -22.4% | -43.7% | +21.3% | -13.8% |
| 5Y | -41.3% | -40.7% | -0.6% | -35.9% |
| All | -11.3% | -45.3% | +34.0% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling