+3,682.3%
CLS vs SITM
+164.5%
+3,517.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.6% |
| 7D | +20.1% | +3.7% | +16.4% | +18.6% |
| 30D | +6.0% | -14.5% | +20.5% | +11.2% |
| 3M | -10.3% | -10.6% | +0.3% | -10.1% |
| 6M | +24.5% | +65.5% | -41.0% | -1.5% |
| YTD | +12.9% | +67.0% | -54.2% | -12.3% |
| 1Y | +36.7% | +138.6% | -101.9% | -7.5% |
| 3Y | +1,328.1% | +421.8% | +906.3% | +634.5% |
| 5Y | +3,682.3% | +172.4% | +3,509.9% | +1,683.1% |
| All | +3,682.3% | +164.5% | +3,517.8% | +1,683.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling