+130.0%
CFG vs SITM
+3,318.8%
-3,188.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | 0.0% |
| 7D | +0.7% | -0.1% | +0.8% | +0.2% |
| 30D | +2.8% | -27.4% | +30.2% | +7.2% |
| 3M | -10.1% | -35.6% | +25.5% | -5.0% |
| 6M | +3.2% | -46.6% | +49.8% | +10.1% |
| YTD | +14.2% | +25.8% | -11.6% | +2.3% |
| 1Y | +27.4% | +38.2% | -10.8% | +11.8% |
| 3Y | +187.6% | +311.5% | -123.9% | +88.9% |
| 5Y | +65.7% | +94.6% | -28.9% | +13.1% |
| All | +130.0% | +3,318.8% | -3,188.9% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling