-38.5%
CBRS vs SITM
-27.0%
-11.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -3.7% |
| 7D | +0.5% | +4.8% | -4.4% | -2.2% |
| 30D | -18.5% | -9.7% | -8.8% | -13.0% |
| 3M | -19.4% | -9.3% | -10.0% | -17.8% |
| All | -38.5% | -27.0% | -11.4% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling