+4,477.9%
CLS vs SITM
+4,789.7%
-311.8%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +5.5% | +1.0% | +5.0% |
| 7D | +10.9% | +3.9% | +7.1% | +9.7% |
| 30D | +2.1% | -6.6% | +8.7% | +3.9% |
| 3M | -10.2% | -11.9% | +1.7% | -9.5% |
| 6M | +30.4% | +81.1% | -50.8% | +4.2% |
| YTD | +17.2% | +80.0% | -62.7% | -7.2% |
| 1Y | +41.0% | +145.8% | -104.8% | +0.7% |
| 3Y | +1,338.0% | +475.9% | +862.1% | +693.1% |
| 5Y | +3,860.6% | +189.2% | +3,671.4% | +2,160.0% |
| All | +4,477.9% | +4,789.7% | -311.8% | +1,280.5% |
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