-90.8%
SIRI vs CRL
+1,339.8%
-1,430.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.1% |
| 7D | +4.3% | -0.6% | +4.8% | +4.5% |
| 30D | -2.8% | +5.0% | -7.8% | -4.1% |
| 3M | +5.9% | +50.6% | -44.7% | -6.0% |
| 6M | +31.9% | +60.9% | -29.0% | +13.7% |
| YTD | +48.7% | +40.7% | +7.9% | +31.9% |
| 1Y | +23.2% | +73.3% | -50.1% | +2.3% |
| 3Y | -23.9% | +40.6% | -64.4% | -35.7% |
| 5Y | -43.4% | -37.0% | -6.4% | -42.1% |
| 10Y | -13.6% | +244.3% | -257.9% | -48.5% |
| All | -90.8% | +1,339.8% | -1,430.6% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling