+49.0%
CG vs SITM
+412.8%
-363.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.5% | -3.7% |
| 7D | -6.4% | +3.7% | -10.1% | -7.1% |
| 30D | -7.1% | -14.5% | +7.4% | -4.7% |
| 3M | -1.6% | -10.6% | +9.0% | -2.0% |
| 6M | -8.3% | +65.5% | -73.9% | -23.5% |
| YTD | -23.8% | +67.0% | -90.8% | -37.8% |
| 1Y | -28.7% | +138.6% | -167.3% | -48.4% |
| All | +49.0% | +412.8% | -363.8% | -19.9% |
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