+250.1%
CF vs SITM
+4,507.3%
-4,257.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.9% | +0.9% |
| 7D | -0.9% | +8.4% | -9.3% | -1.6% |
| 30D | +18.1% | -17.4% | +35.5% | +19.6% |
| 3M | +23.4% | -9.8% | +33.2% | +23.0% |
| 6M | +17.1% | +83.0% | -65.9% | +7.8% |
| YTD | +76.2% | +69.6% | +6.6% | +62.3% |
| 1Y | +62.3% | +144.9% | -82.6% | +41.6% |
| 3Y | +71.8% | +429.9% | -358.0% | +28.6% |
| 5Y | +234.6% | +169.2% | +65.4% | +149.8% |
| All | +250.1% | +4,507.3% | -4,257.2% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling