+4,026.2%
CLS vs SITM
+4,608.4%
-582.2%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | -1.1% |
| 7D | +4.6% | +9.7% | -5.2% | +1.7% |
| 30D | -13.9% | +12.7% | -26.6% | -18.9% |
| 3M | -26.6% | -13.4% | -13.1% | -25.5% |
| 6M | +15.4% | +59.6% | -44.2% | -4.4% |
| YTD | +5.7% | +73.3% | -67.6% | -15.4% |
| 1Y | +41.1% | +165.5% | -124.4% | -1.5% |
| 3Y | +1,228.6% | +368.7% | +859.9% | +669.1% |
| 5Y | +3,240.6% | +172.5% | +3,068.1% | +1,836.5% |
| All | +4,026.2% | +4,608.4% | -582.2% | +1,158.1% |
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 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