+875.7%
CRS vs SITM
+4,507.3%
-3,631.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.1% |
| 7D | -3.1% | +8.4% | -11.4% | -4.7% |
| 30D | -19.6% | -17.4% | -2.2% | -16.6% |
| 3M | -8.1% | -9.8% | +1.8% | -7.9% |
| 6M | +18.6% | +83.0% | -64.4% | +0.8% |
| YTD | +45.9% | +69.6% | -23.7% | +24.7% |
| 1Y | +82.5% | +144.9% | -62.4% | +42.2% |
| 3Y | +648.9% | +429.9% | +219.0% | +360.9% |
| 5Y | +1,438.1% | +169.2% | +1,269.0% | +865.5% |
| All | +875.7% | +4,507.3% | -3,631.7% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling