+109.9%
CP vs SITM
+3,535.1%
-3,425.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.3% | -6.3% | -0.6% |
| 7D | -0.7% | +17.2% | -17.9% | -2.4% |
| 30D | +9.6% | -17.1% | +26.7% | +11.0% |
| 3M | +2.2% | -29.2% | +31.4% | +4.6% |
| 6M | +11.1% | -47.6% | +58.7% | +15.9% |
| YTD | +28.2% | +33.8% | -5.6% | +18.7% |
| 1Y | +32.2% | +54.1% | -21.9% | +20.2% |
| 3Y | +35.5% | +337.6% | -302.0% | +2.6% |
| 5Y | +26.8% | +89.7% | -63.0% | -1.3% |
| All | +109.9% | +3,535.1% | -3,425.2% | +0.8% |
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