+130.1%
CFG vs SITM
+3,519.6%
-3,389.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.6% | +32.5% | -30.9% | -3.2% |
| 30D | +3.3% | -18.8% | +22.1% | +5.8% |
| 3M | -11.5% | -30.9% | +19.3% | -7.6% |
| 6M | +6.2% | -44.5% | +50.7% | +12.8% |
| YTD | +14.3% | +33.2% | -19.0% | +1.4% |
| 1Y | +26.7% | +53.8% | -27.1% | +9.2% |
| 3Y | +187.8% | +335.7% | -147.9% | +87.3% |
| 5Y | +61.3% | +84.6% | -23.3% | +11.4% |
| All | +130.1% | +3,519.6% | -3,389.5% | -27.1% |
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