-10.0%
CRM vs SITM
+47.5%
-57.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.4% | +11.6% | +0.9% |
| 7D | -6.2% | -19.5% | +13.3% | -8.8% |
| 30D | -1.2% | -43.2% | +42.0% | -8.1% |
| 3M | +19.1% | -30.8% | +50.0% | +15.0% |
| 6M | +23.0% | -28.6% | +51.6% | +20.5% |
| YTD | -13.7% | +14.2% | -27.9% | -10.7% |
| 1Y | -10.0% | +44.4% | -54.4% | -5.2% |
| All | -10.0% | +47.5% | -57.5% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling