+49.3%
CI vs SITM
+87.2%
-37.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -1.7% | +32.5% | -34.3% | -1.5% |
| 30D | +4.9% | -18.8% | +23.7% | +4.9% |
| 3M | +7.4% | -30.9% | +38.2% | +7.4% |
| 6M | +0.4% | -44.5% | +44.8% | +0.5% |
| YTD | +9.5% | +33.2% | -23.8% | +9.2% |
| 1Y | +12.0% | +53.8% | -41.9% | +11.7% |
| 3Y | +7.1% | +335.7% | -328.6% | +4.7% |
| 5Y | +49.3% | +84.6% | -35.3% | +45.0% |
| All | +49.3% | +87.2% | -37.9% | +45.0% |
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 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