+110.7%
CP vs SITM
+3,319.5%
-3,208.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.1% | +0.1% |
| 7D | +2.1% | +6.6% | -4.5% | +1.5% |
| 30D | +9.3% | -15.3% | +24.6% | +10.4% |
| 3M | +0.5% | -35.4% | +35.8% | +3.7% |
| 6M | +10.4% | -46.8% | +57.2% | +15.0% |
| YTD | +28.7% | +25.9% | +2.8% | +19.9% |
| 1Y | +33.2% | +54.0% | -20.8% | +21.0% |
| 3Y | +38.4% | +315.6% | -277.1% | +5.3% |
| 5Y | +26.2% | +74.4% | -48.2% | -0.9% |
| All | +110.7% | +3,319.5% | -3,208.8% | +1.8% |
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