-11.3%
SIRI vs CRL
+256.1%
-267.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.4% |
| 7D | +0.6% | -3.5% | +4.1% | +1.5% |
| 30D | +2.5% | -2.1% | +4.6% | +3.1% |
| 3M | +6.6% | +48.0% | -41.3% | -4.6% |
| 6M | +32.9% | +64.7% | -31.9% | +14.2% |
| YTD | +50.5% | +39.5% | +11.0% | +34.4% |
| 1Y | +28.0% | +74.2% | -46.2% | +6.3% |
| 3Y | -22.4% | +39.4% | -61.8% | -34.1% |
| 5Y | -41.3% | -36.9% | -4.4% | -38.2% |
| All | -11.3% | +256.1% | -267.4% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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