+103.9%
CG vs SITM
+4,608.4%
-4,504.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.2% | -3.1% |
| 7D | -4.3% | +9.7% | -14.0% | -6.4% |
| 30D | -5.1% | +12.7% | -17.8% | -9.2% |
| 3M | +8.7% | -13.4% | +22.1% | +8.6% |
| 6M | -9.2% | +59.6% | -68.9% | -24.0% |
| YTD | -18.9% | +73.3% | -92.2% | -34.5% |
| 1Y | -25.6% | +165.5% | -191.2% | -47.2% |
| 3Y | +57.3% | +368.7% | -311.4% | -11.5% |
| 5Y | +10.2% | +172.5% | -162.3% | -36.4% |
| All | +103.9% | +4,608.4% | -4,504.5% | -38.0% |
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