+148.1%
CFG vs SITM
+4,789.7%
-4,641.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +0.3% |
| 7D | -0.4% | +3.9% | -4.3% | -1.1% |
| 30D | -4.6% | -6.6% | +2.0% | -3.8% |
| 3M | +6.7% | -11.9% | +18.5% | +6.8% |
| 6M | +22.1% | +81.1% | -59.0% | +5.5% |
| YTD | +23.2% | +80.0% | -56.8% | +5.6% |
| 1Y | +40.3% | +145.8% | -105.6% | +11.9% |
| 3Y | +187.9% | +475.9% | -288.0% | +81.5% |
| 5Y | +102.0% | +189.2% | -87.3% | +29.6% |
| All | +148.1% | +4,789.7% | -4,641.6% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling