+11.8%
CRM vs SITM
+452.7%
-440.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +1.7% |
| 7D | -4.4% | +3.9% | -8.3% | -4.6% |
| 30D | +28.1% | -6.6% | +34.7% | +28.3% |
| 3M | +48.8% | -11.9% | +60.7% | +49.3% |
| 6M | +28.3% | +81.1% | -52.9% | +18.3% |
| YTD | -6.0% | +80.0% | -86.0% | -14.2% |
| 1Y | +1.4% | +145.8% | -144.4% | -12.4% |
| 3Y | +11.8% | +475.9% | -464.0% | -18.0% |
| All | +11.8% | +452.7% | -440.8% | -18.0% |
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