+4.5%
CI vs SITM
+452.7%
-448.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | 0.0% |
| 7D | -0.1% | +3.9% | -3.9% | 0.0% |
| 30D | +1.8% | -6.6% | +8.4% | +1.7% |
| 3M | -4.2% | -11.9% | +7.6% | -4.2% |
| 6M | +8.8% | +81.1% | -72.3% | +10.1% |
| YTD | +3.7% | +80.0% | -76.2% | +5.1% |
| 1Y | -6.1% | +145.8% | -152.0% | -3.7% |
| 3Y | +4.5% | +475.9% | -471.4% | +5.6% |
| All | +4.5% | +452.7% | -448.2% | +5.6% |
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 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