+61.5%
CF vs SITM
+269.8%
-208.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +17.4% | -16.7% | +0.8% |
| 7D | -3.2% | -6.7% | +3.6% | -3.2% |
| 30D | +4.3% | -37.3% | +41.6% | +4.2% |
| 3M | +2.8% | -39.4% | +42.2% | +2.7% |
| 6M | +0.6% | -33.1% | +33.7% | +0.5% |
| YTD | +56.6% | +18.0% | +38.6% | +54.2% |
| 1Y | +49.6% | +22.7% | +26.9% | +46.8% |
| 3Y | +61.5% | +283.8% | -222.3% | +39.0% |
| All | +61.5% | +269.8% | -208.3% | +39.0% |
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 · 6 months rolling