+112.0%
CF vs SITM
+42.2%
+69.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +17.4% | -16.7% | +0.1% |
| 7D | -3.2% | -6.7% | +3.6% | -3.0% |
| 30D | +4.3% | -37.3% | +41.6% | +5.8% |
| 3M | +2.8% | -39.4% | +42.2% | +4.2% |
| 6M | +0.6% | -33.1% | +33.7% | +0.9% |
| YTD | +56.6% | +18.0% | +38.6% | +50.9% |
| 1Y | +49.6% | +22.7% | +26.9% | +43.4% |
| 3Y | +61.5% | +283.8% | -222.3% | +33.5% |
| All | +112.0% | +42.2% | +69.8% | +75.2% |
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