+29.2%
CB vs SITM
+29.9%
-0.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.8% | +4.3% | +1.4% |
| 7D | +0.7% | -0.1% | +0.8% | +0.9% |
| 30D | +8.2% | -27.4% | +35.6% | +6.6% |
| 3M | +6.3% | -35.6% | +41.9% | +4.4% |
| 6M | +16.2% | -46.6% | +62.8% | +14.5% |
| YTD | +19.3% | +25.8% | -6.5% | +20.4% |
| 1Y | +29.2% | +38.2% | -9.0% | +30.9% |
| All | +29.2% | +29.9% | -0.7% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling