+101.2%
CP vs SITM
+4,437.5%
-4,336.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -1.0% |
| 7D | +0.6% | +3.7% | -3.1% | +0.2% |
| 30D | -0.5% | -14.5% | +14.0% | +0.9% |
| 3M | +0.1% | -10.6% | +10.6% | -0.1% |
| 6M | +7.8% | +65.5% | -57.7% | -0.7% |
| YTD | +22.9% | +67.0% | -44.2% | +12.4% |
| 1Y | +21.3% | +138.6% | -117.3% | +5.4% |
| 3Y | +20.4% | +421.8% | -401.5% | -9.7% |
| 5Y | +34.9% | +172.4% | -137.5% | +1.2% |
| All | +101.2% | +4,437.5% | -4,336.3% | -4.6% |
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