+105.1%
CTVA vs SITM
+187.3%
-82.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -1.1% |
| 7D | -4.5% | +3.9% | -8.4% | -4.8% |
| 30D | +11.3% | -6.6% | +17.9% | +11.6% |
| 3M | +12.3% | -11.9% | +24.2% | +12.4% |
| 6M | +7.2% | +81.1% | -74.0% | +0.2% |
| YTD | +26.0% | +80.0% | -54.0% | +17.3% |
| 1Y | +16.0% | +145.8% | -129.8% | +4.0% |
| 3Y | +73.9% | +475.9% | -402.0% | +36.7% |
| All | +105.1% | +187.3% | -82.2% | +59.2% |
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