+54.3%
CL vs SITM
+4,507.3%
-4,453.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -1.4% | +8.4% | -9.7% | -1.4% |
| 30D | -5.2% | -17.4% | +12.2% | -5.1% |
| 3M | +3.3% | -9.8% | +13.1% | +3.3% |
| 6M | -4.4% | +83.0% | -87.3% | -5.4% |
| YTD | +13.9% | +69.6% | -55.7% | +12.7% |
| 1Y | +7.6% | +144.9% | -137.3% | +5.8% |
| 3Y | +29.6% | +429.9% | -400.3% | +22.8% |
| 5Y | +28.1% | +169.2% | -141.1% | +20.8% |
| All | +54.3% | +4,507.3% | -4,453.1% | +13.0% |
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