+175.5%
CAH vs SITM
+423.6%
-248.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.7% |
| 7D | -5.1% | +4.8% | -9.9% | -5.1% |
| 30D | -1.8% | -9.7% | +8.0% | -1.7% |
| 3M | +9.4% | -9.3% | +18.7% | +9.4% |
| 6M | +9.2% | +69.5% | -60.3% | +6.9% |
| YTD | +15.7% | +70.5% | -54.9% | +13.1% |
| 1Y | +59.7% | +145.3% | -85.5% | +55.3% |
| All | +175.5% | +423.6% | -248.1% | +165.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling