+54.9%
CL vs SITM
+4,608.4%
-4,553.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.5% | -8.0% | -1.5% |
| 7D | -2.2% | +9.7% | -11.9% | -2.2% |
| 30D | -4.8% | +12.7% | -17.5% | -4.9% |
| 3M | +4.9% | -13.4% | +18.3% | +5.0% |
| 6M | -5.7% | +59.6% | -65.3% | -6.6% |
| YTD | +14.4% | +73.3% | -58.9% | +13.2% |
| 1Y | +8.7% | +165.5% | -156.8% | +6.7% |
| 3Y | +30.0% | +368.7% | -338.7% | +23.8% |
| 5Y | +28.4% | +172.5% | -144.1% | +21.2% |
| All | +54.9% | +4,608.4% | -4,553.5% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling