+612.8%
CRS vs SITM
+423.6%
+189.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.7% |
| 7D | -4.1% | +4.8% | -9.0% | -5.1% |
| 30D | -16.6% | -9.7% | -6.9% | -15.0% |
| 3M | -14.3% | -9.3% | -4.9% | -14.0% |
| 6M | +11.6% | +69.5% | -57.9% | -4.8% |
| YTD | +42.6% | +70.5% | -27.9% | +20.1% |
| 1Y | +81.8% | +145.3% | -63.4% | +38.5% |
| All | +612.8% | +423.6% | +189.2% | +328.9% |
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