-11.8%
CAG vs SITM
+174.8%
-186.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.5% | -7.4% | -0.5% |
| 7D | -3.8% | +9.7% | -13.5% | -3.2% |
| 30D | +3.1% | +12.7% | -9.6% | +4.3% |
| 3M | +23.5% | -13.4% | +36.9% | +23.5% |
| 6M | -14.8% | +59.6% | -74.5% | -12.1% |
| YTD | -5.4% | +73.3% | -78.7% | -0.9% |
| 1Y | -11.8% | +165.5% | -177.4% | -2.1% |
| All | -11.8% | +174.8% | -186.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling