+1,350.3%
CRS vs SITM
+187.3%
+1,163.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.7% | -2.3% |
| 7D | -6.8% | +3.9% | -10.6% | -7.5% |
| 30D | -16.1% | -6.6% | -9.5% | -15.2% |
| 3M | -21.2% | -11.9% | -9.3% | -20.6% |
| 6M | +8.7% | +81.1% | -72.5% | -7.9% |
| YTD | +41.0% | +80.0% | -39.0% | +18.3% |
| 1Y | +82.7% | +145.8% | -63.2% | +41.1% |
| 3Y | +604.8% | +475.9% | +128.9% | +318.8% |
| All | +1,350.3% | +187.3% | +1,163.0% | +762.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling