+71.9%
CL vs SITM
+3,415.8%
-3,343.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.6% | -8.2% | +1.4% |
| 7D | +0.5% | +9.4% | -8.8% | +0.5% |
| 30D | +11.6% | -25.4% | +37.0% | +11.7% |
| 3M | +5.6% | -37.0% | +42.6% | +5.8% |
| 6M | +13.2% | -45.1% | +58.3% | +13.5% |
| YTD | +26.9% | +29.4% | -2.5% | +25.7% |
| 1Y | +27.3% | +39.8% | -12.5% | +25.9% |
| 3Y | +39.7% | +328.2% | -288.5% | +32.3% |
| 5Y | +41.3% | +87.4% | -46.0% | +34.5% |
| All | +71.9% | +3,415.8% | -3,343.9% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling