+28.5%
CF vs SITM
+49.4%
-20.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.8% | -2.3% |
| 7D | +6.0% | +9.7% | -3.7% | +7.5% |
| 30D | +14.8% | +12.7% | +2.1% | +17.7% |
| 3M | +14.1% | -13.4% | +27.5% | +13.1% |
| 6M | +28.5% | +59.6% | -31.1% | +84.5% |
| All | +28.5% | +49.4% | -20.8% | +84.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling