+175.0%
CB vs SITM
+3,319.5%
-3,144.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +1.3% |
| 7D | +2.9% | +6.6% | -3.7% | +2.6% |
| 30D | +7.3% | -15.3% | +22.6% | +7.8% |
| 3M | +9.4% | -35.4% | +44.8% | +10.9% |
| 6M | +19.6% | -46.8% | +66.4% | +21.8% |
| YTD | +21.5% | +25.9% | -4.4% | +17.0% |
| 1Y | +28.0% | +54.0% | -26.0% | +21.6% |
| 3Y | +74.9% | +315.6% | -240.7% | +48.0% |
| 5Y | +108.1% | +74.4% | +33.7% | +80.2% |
| All | +175.0% | +3,319.5% | -3,144.6% | +42.0% |
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