-41.8%
SIRI vs CPB
-41.0%
-0.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.1% |
| 3M | +6.6% | -6.0% | +12.7% | +7.8% |
| 6M | +32.9% | -5.3% | +38.1% | +33.8% |
| YTD | +50.5% | -20.8% | +71.3% | +58.5% |
| 1Y | +28.0% | -33.8% | +61.8% | +41.5% |
| 3Y | -22.4% | -43.7% | +21.3% | -13.0% |
| All | -41.8% | -41.0% | -0.8% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling