+3,255.7%
CLS vs SITM
+3,519.6%
-263.9%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +23.5% | +32.5% | -9.0% | +13.1% |
| 30D | -28.9% | -18.8% | -10.1% | -24.3% |
| 3M | -25.2% | -30.9% | +5.7% | -16.8% |
| 6M | -32.1% | -44.5% | +12.4% | -21.7% |
| YTD | -14.1% | +33.2% | -47.3% | -25.7% |
| 1Y | -24.1% | +53.8% | -77.9% | -36.9% |
| 3Y | +897.0% | +335.7% | +561.3% | +498.8% |
| 5Y | +2,089.9% | +84.6% | +2,005.3% | +1,323.4% |
| All | +3,255.7% | +3,519.6% | -263.9% | +1,005.4% |
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