+97.9%
CB vs SITM
+187.3%
-89.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | +0.1% |
| 7D | -0.7% | +3.9% | -4.5% | -0.7% |
| 30D | -1.2% | -6.6% | +5.4% | -1.2% |
| 3M | +3.8% | -11.9% | +15.6% | +3.9% |
| 6M | +5.8% | +81.1% | -75.4% | +4.3% |
| YTD | +9.4% | +80.0% | -70.6% | +7.8% |
| 1Y | +20.7% | +145.8% | -125.2% | +17.9% |
| 3Y | +70.1% | +475.9% | -405.8% | +58.5% |
| All | +97.9% | +187.3% | -89.3% | +79.1% |
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 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