-41.8%
SIRI vs CRL
-38.6%
-3.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | -3.0% | -6.9% | +3.9% | -1.5% |
| 30D | +1.3% | -3.2% | +4.5% | +2.0% |
| 3M | +5.6% | +46.5% | -40.9% | -3.1% |
| 6M | +35.2% | +63.1% | -28.0% | +20.1% |
| YTD | +49.1% | +36.9% | +12.2% | +37.0% |
| 1Y | +26.8% | +78.1% | -51.3% | +8.4% |
| 3Y | -23.7% | +36.7% | -60.3% | -32.7% |
| 5Y | -41.8% | -38.1% | -3.7% | -45.9% |
| All | -41.8% | -38.6% | -3.2% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling