+21.8%
CP vs SITM
+409.8%
-388.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.4% |
| 7D | +2.4% | +8.4% | -5.9% | +1.8% |
| 30D | -0.5% | -17.4% | +16.9% | +0.7% |
| 3M | +1.4% | -9.8% | +11.3% | +1.4% |
| 6M | +10.3% | +83.0% | -72.7% | +1.9% |
| YTD | +24.3% | +69.6% | -45.3% | +15.1% |
| 1Y | +20.4% | +144.9% | -124.5% | +6.5% |
| 3Y | +21.8% | +429.9% | -408.1% | -4.6% |
| All | +21.8% | +409.8% | -388.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling