+27.8%
CL vs SITM
+33.6%
-5.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.6% | -8.2% | +2.2% |
| 7D | +0.5% | +9.4% | -8.8% | +1.5% |
| 30D | +11.6% | -25.4% | +37.0% | +10.1% |
| 3M | +5.6% | -37.0% | +42.6% | +3.5% |
| 6M | +13.2% | -45.1% | +58.3% | +11.7% |
| YTD | +26.9% | +29.4% | -2.5% | +27.8% |
| All | +27.8% | +33.6% | -5.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling