-22.3%
CG vs SITM
+83.8%
-106.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -1.5% | +32.5% | -34.1% | -8.3% |
| 30D | +5.7% | -18.8% | +24.5% | +9.6% |
| 3M | -17.9% | -30.9% | +13.0% | -12.6% |
| 6M | -20.2% | -44.5% | +24.3% | -12.9% |
| YTD | -32.0% | +33.2% | -65.2% | -44.7% |
| 1Y | -27.0% | +53.8% | -80.9% | -43.4% |
| 3Y | +42.8% | +335.7% | -292.9% | -30.0% |
| All | -22.3% | +83.8% | -106.0% | -57.5% |
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