+100.6%
CB vs SITM
+63.2%
+37.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.6% | -10.1% | -0.4% |
| 7D | -1.5% | +9.4% | -10.9% | -1.5% |
| 30D | +6.5% | -25.4% | +31.9% | +6.6% |
| 3M | +4.1% | -37.0% | +41.0% | +4.2% |
| 6M | +14.4% | -45.1% | +59.5% | +14.8% |
| YTD | +17.5% | +29.4% | -11.9% | +16.0% |
| 1Y | +27.5% | +39.8% | -12.2% | +25.7% |
| 3Y | +71.6% | +328.2% | -256.6% | +60.0% |
| 5Y | +100.6% | +87.4% | +13.3% | +85.4% |
| All | +100.6% | +63.2% | +37.4% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling