+104.6%
CP vs SITM
+4,608.4%
-4,503.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.5% | -6.2% | -0.3% |
| 7D | -2.7% | +9.7% | -12.4% | -3.6% |
| 30D | +0.2% | +12.7% | -12.5% | -1.6% |
| 3M | +2.6% | -13.4% | +16.0% | +2.7% |
| 6M | +6.0% | +59.6% | -53.7% | -2.1% |
| YTD | +24.9% | +73.3% | -48.4% | +13.8% |
| 1Y | +20.1% | +165.5% | -145.4% | +3.1% |
| 3Y | +16.4% | +368.7% | -352.3% | -11.5% |
| 5Y | +31.7% | +172.5% | -140.8% | -1.1% |
| All | +104.6% | +4,608.4% | -4,503.8% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling