+34.8%
CF vs SITM
+47.5%
-12.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -5.5% |
| 7D | -6.9% | -19.5% | +12.7% | -9.2% |
| 30D | -3.7% | -43.2% | +39.5% | -9.7% |
| 3M | -5.0% | -30.8% | +25.9% | -7.9% |
| 6M | -10.5% | -28.6% | +18.1% | -9.8% |
| YTD | +46.5% | +14.2% | +32.3% | +67.7% |
| 1Y | +34.8% | +44.4% | -9.6% | +58.6% |
| All | +34.8% | +47.5% | -12.7% | +58.6% |
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