+98.3%
CRS vs SITM
+174.8%
-76.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.9% | +0.6% |
| 7D | -0.2% | +9.7% | -10.0% | -1.8% |
| 30D | -16.6% | +12.7% | -29.3% | -18.6% |
| 3M | -3.5% | -13.4% | +10.0% | -2.1% |
| 6M | +15.4% | +59.6% | -44.2% | +1.2% |
| YTD | +51.2% | +73.3% | -22.1% | +30.3% |
| 1Y | +98.3% | +165.5% | -67.3% | +65.8% |
| All | +98.3% | +174.8% | -76.5% | +65.8% |
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