+101.5%
CFG vs SITM
+168.3%
-66.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | +2.7% | +8.4% | -5.7% | +1.5% |
| 30D | -3.7% | -17.4% | +13.7% | -1.2% |
| 3M | +9.5% | -9.8% | +19.3% | +9.2% |
| 6M | +22.2% | +83.0% | -60.7% | +6.5% |
| YTD | +22.3% | +69.6% | -47.3% | +7.0% |
| 1Y | +39.4% | +144.9% | -105.4% | +12.9% |
| 3Y | +188.5% | +429.9% | -241.4% | +90.0% |
| 5Y | +101.5% | +169.2% | -67.6% | +35.9% |
| All | +101.5% | +168.3% | -66.7% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling