+172.0%
CB vs SITM
+3,519.6%
-3,347.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | 0.0% | +32.5% | -32.5% | -1.2% |
| 30D | +7.4% | -18.8% | +26.2% | +8.1% |
| 3M | +8.6% | -30.9% | +39.5% | +9.8% |
| 6M | +16.1% | -44.5% | +60.6% | +18.1% |
| YTD | +20.2% | +33.2% | -13.0% | +15.5% |
| 1Y | +27.2% | +53.8% | -26.7% | +21.0% |
| 3Y | +72.7% | +335.7% | -263.0% | +45.9% |
| 5Y | +105.9% | +84.6% | +21.3% | +77.9% |
| All | +172.0% | +3,519.6% | -3,347.6% | +40.1% |
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 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