-10.9%
SIRI vs CPB
+213.6%
-224.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.2% |
| 7D | -1.7% | -1.6% | -0.1% | -1.5% |
| 30D | +21.1% | +19.2% | +1.9% | +17.8% |
| 3M | +14.7% | -0.9% | +15.7% | +14.7% |
| 6M | +22.9% | +15.2% | +7.7% | +19.7% |
| YTD | +65.7% | -13.1% | +78.8% | +68.4% |
| 1Y | +53.5% | -22.4% | +75.9% | +58.7% |
| 3Y | -23.0% | -35.3% | +12.3% | -18.6% |
| 5Y | -41.5% | -33.0% | -8.5% | -38.7% |
| 10Y | -7.4% | -39.2% | +31.7% | -2.8% |
| All | -10.9% | +213.6% | -224.5% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling