+25.8%
CP vs SITM
+97.5%
-71.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | +2.8% | -0.1% | +2.9% | +2.6% |
| 30D | +11.0% | -27.4% | +38.5% | +13.5% |
| 3M | +3.8% | -35.6% | +39.4% | +6.8% |
| 6M | +9.5% | -46.6% | +56.1% | +13.5% |
| YTD | +28.2% | +25.8% | +2.4% | +20.1% |
| 1Y | +33.0% | +38.2% | -5.3% | +23.0% |
| 3Y | +35.5% | +311.5% | -276.0% | +5.4% |
| 5Y | +25.8% | +94.6% | -68.8% | -3.4% |
| All | +25.8% | +97.5% | -71.7% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling