-4.5%
CRS vs SITM
+47.5%
-52.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.4% | +7.8% | +0.1% |
| 7D | +4.3% | -19.5% | +23.9% | +8.3% |
| 30D | -25.5% | -43.2% | +17.7% | -18.2% |
| 3M | -48.7% | -30.8% | -17.9% | -45.7% |
| 6M | -31.6% | -28.6% | -3.0% | -29.5% |
| YTD | -7.0% | +14.2% | -21.2% | -14.4% |
| 1Y | -4.5% | +44.4% | -48.9% | -13.4% |
| All | -4.5% | +47.5% | -52.0% | -13.4% |
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 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