+247.6%
CF vs SITM
+4,608.4%
-4,360.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.5% | -9.8% | -3.8% |
| 7D | +6.0% | +9.7% | -3.7% | +5.2% |
| 30D | +14.8% | +12.7% | +2.1% | +13.1% |
| 3M | +14.1% | -13.4% | +27.5% | +14.1% |
| 6M | +28.5% | +59.6% | -31.1% | +19.9% |
| YTD | +74.9% | +73.3% | +1.6% | +60.9% |
| 1Y | +61.7% | +165.5% | -103.9% | +39.9% |
| 3Y | +80.3% | +368.7% | -288.4% | +37.2% |
| 5Y | +226.0% | +172.5% | +53.5% | +143.3% |
| All | +247.6% | +4,608.4% | -4,360.8% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling