+110.9%
CF vs SITM
+73.6%
+37.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.7% | +0.3% |
| 7D | +4.8% | +6.6% | -1.9% | +4.5% |
| 30D | +4.7% | -15.3% | +20.0% | +5.1% |
| 3M | +7.4% | -35.4% | +42.8% | +8.7% |
| 6M | +0.6% | -46.8% | +47.4% | +2.3% |
| YTD | +64.1% | +25.9% | +38.2% | +57.7% |
| 1Y | +51.4% | +54.0% | -2.6% | +42.9% |
| 3Y | +67.8% | +315.6% | -247.8% | +37.6% |
| All | +110.9% | +73.6% | +37.3% | +73.7% |
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