+145.8%
SITM vs CNI
+33.8%
+112.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +3.9% | -0.4% | +4.2% | +3.9% |
| 30D | -6.6% | -2.7% | -3.9% | -6.0% |
| 3M | -11.9% | +3.9% | -15.8% | -14.2% |
| 6M | +81.1% | +16.4% | +64.8% | +59.9% |
| YTD | +80.0% | +25.8% | +54.2% | +53.9% |
| 1Y | +145.8% | +32.4% | +113.4% | +100.7% |
| All | +145.8% | +33.8% | +112.0% | +100.7% |
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