+75.1%
CTVA vs SITM
+423.6%
-348.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -4.7% | +4.8% | -9.5% | -4.9% |
| 30D | +11.1% | -9.7% | +20.8% | +11.5% |
| 3M | +13.7% | -9.3% | +23.0% | +13.6% |
| 6M | +11.2% | +69.5% | -58.3% | +5.2% |
| YTD | +26.9% | +70.5% | -43.6% | +19.4% |
| 1Y | +18.8% | +145.3% | -126.4% | +6.9% |
| All | +75.1% | +423.6% | -348.5% | +33.5% |
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 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