+21.9%
CCL vs SITM
+47.5%
-25.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -9.4% | +16.6% | +8.1% |
| 7D | +11.6% | -19.5% | +31.2% | +13.8% |
| 30D | +22.5% | -43.2% | +65.7% | +29.3% |
| 3M | +6.4% | -30.8% | +37.2% | +9.5% |
| 6M | +23.4% | -28.6% | +52.0% | +23.6% |
| YTD | +4.2% | +14.2% | -10.0% | -5.0% |
| 1Y | +21.9% | +44.4% | -22.5% | +10.7% |
| All | +21.9% | +47.5% | -25.6% | +10.7% |
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