+83.8%
CG vs SITM
+4,789.7%
-4,705.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.9% |
| 7D | -9.9% | +3.9% | -13.7% | -10.7% |
| 30D | -11.7% | -6.6% | -5.1% | -10.8% |
| 3M | -4.3% | -11.9% | +7.6% | -4.4% |
| 6M | -8.8% | +81.1% | -89.9% | -25.8% |
| YTD | -26.9% | +80.0% | -106.8% | -41.5% |
| 1Y | -35.4% | +145.8% | -181.3% | -53.2% |
| 3Y | +43.0% | +475.9% | -432.8% | -23.4% |
| 5Y | +1.9% | +189.2% | -187.3% | -41.9% |
| All | +83.8% | +4,789.7% | -4,705.9% | -44.6% |
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