-22.4%
SIRI vs CRL
+38.6%
-61.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.5% |
| 7D | +0.6% | -3.5% | +4.1% | +1.3% |
| 30D | +2.5% | -2.1% | +4.6% | +3.0% |
| 3M | +6.6% | +48.0% | -41.3% | -2.6% |
| 6M | +32.9% | +64.7% | -31.9% | +17.3% |
| YTD | +50.5% | +39.5% | +11.0% | +37.5% |
| 1Y | +28.0% | +74.2% | -46.2% | +9.0% |
| 3Y | -22.4% | +39.4% | -61.8% | -34.8% |
| All | -22.4% | +38.6% | -61.0% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling