+38.2%
CFG vs SITM
+140.0%
-101.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -0.6% | +3.7% | -4.3% | -0.8% |
| 30D | -4.5% | -14.5% | +10.0% | -3.8% |
| 3M | +6.3% | -10.6% | +16.9% | +6.4% |
| 6M | +20.6% | +65.5% | -44.9% | +11.1% |
| YTD | +21.2% | +67.0% | -45.8% | +11.4% |
| 1Y | +38.2% | +138.6% | -100.4% | +23.1% |
| All | +38.2% | +140.0% | -101.8% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling