-32.7%
CAG vs SITM
+4,789.7%
-4,822.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.6% |
| 7D | -5.7% | +3.9% | -9.5% | -5.7% |
| 30D | -2.4% | -6.6% | +4.2% | -2.4% |
| 3M | +9.8% | -11.9% | +21.7% | +9.9% |
| 6M | -10.8% | +81.1% | -92.0% | -10.7% |
| YTD | -10.8% | +80.0% | -90.8% | -10.6% |
| 1Y | -19.0% | +145.8% | -164.8% | -18.8% |
| 3Y | -39.7% | +475.9% | -515.6% | -40.1% |
| 5Y | -43.0% | +189.2% | -232.2% | -43.6% |
| All | -32.7% | +4,789.7% | -4,822.4% | -38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling