+170.1%
CB vs SITM
+3,318.8%
-3,148.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.3% | +1.7% |
| 7D | +0.7% | -0.1% | +0.8% | +0.6% |
| 30D | +8.2% | -27.4% | +35.6% | +9.3% |
| 3M | +6.3% | -35.6% | +41.9% | +7.8% |
| 6M | +16.2% | -46.6% | +62.8% | +18.2% |
| YTD | +19.3% | +25.8% | -6.5% | +14.9% |
| 1Y | +29.2% | +38.2% | -9.0% | +23.6% |
| 3Y | +71.4% | +311.5% | -240.1% | +45.2% |
| 5Y | +104.2% | +94.6% | +9.6% | +74.5% |
| All | +170.1% | +3,318.8% | -3,148.7% | +39.5% |
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