+42.7%
CI vs SITM
+164.5%
-121.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +0.8% |
| 7D | -1.1% | +3.7% | -4.8% | -1.1% |
| 30D | +0.5% | -14.5% | +15.0% | +0.5% |
| 3M | -5.2% | -10.6% | +5.4% | -5.2% |
| 6M | +4.3% | +65.5% | -61.2% | +4.0% |
| YTD | +2.8% | +67.0% | -64.2% | +2.5% |
| 1Y | -5.8% | +138.6% | -144.4% | -6.0% |
| 3Y | +4.7% | +421.8% | -417.1% | +2.3% |
| 5Y | +42.7% | +172.4% | -129.7% | +36.9% |
| All | +42.7% | +164.5% | -121.8% | +36.9% |
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 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