+44.4%
SITM vs CNI
+37.5%
+6.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.1% | -11.5% | -9.5% |
| 7D | -19.5% | +3.7% | -23.3% | -19.8% |
| 30D | -43.2% | +8.1% | -51.3% | -43.8% |
| 3M | -30.8% | +1.9% | -32.7% | -30.8% |
| 6M | -28.6% | +19.2% | -47.8% | -34.7% |
| YTD | +14.2% | +32.7% | -18.5% | -2.0% |
| 1Y | +44.4% | +37.0% | +7.4% | +21.2% |
| All | +44.4% | +37.5% | +6.8% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling