+192.1%
CFG vs SITM
+318.4%
-126.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.5% | +6.1% | +1.3% |
| 7D | +3.2% | +6.6% | -3.4% | +2.4% |
| 30D | +5.1% | -15.3% | +20.4% | +6.6% |
| 3M | -11.2% | -35.4% | +24.1% | -7.5% |
| 6M | +9.6% | -46.8% | +56.3% | +15.6% |
| YTD | +15.0% | +25.9% | -10.9% | +4.3% |
| 1Y | +29.9% | +54.0% | -24.1% | +13.7% |
| 3Y | +192.1% | +315.6% | -123.5% | +105.9% |
| All | +192.1% | +318.4% | -126.3% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling