+220.7%
CF vs SITM
+170.8%
+50.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.8% | -3.5% |
| 7D | +6.0% | +9.7% | -3.7% | +5.6% |
| 30D | +14.8% | +12.7% | +2.1% | +13.9% |
| 3M | +14.1% | -13.4% | +27.5% | +14.2% |
| 6M | +28.5% | +59.6% | -31.1% | +23.7% |
| YTD | +74.9% | +73.3% | +1.6% | +66.7% |
| 1Y | +61.7% | +165.5% | -103.9% | +47.4% |
| 3Y | +80.3% | +368.7% | -288.4% | +49.6% |
| All | +220.7% | +170.8% | +50.0% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling