+165.5%
SITM vs CPB
-32.6%
+198.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.4% | +9.9% | +5.3% |
| 7D | +9.7% | -8.6% | +18.3% | +6.5% |
| 30D | +12.7% | -7.2% | +19.9% | +10.4% |
| 3M | -13.4% | +0.9% | -14.3% | -13.6% |
| 6M | +59.6% | -11.8% | +71.4% | +57.3% |
| YTD | +73.3% | -19.4% | +92.7% | +71.3% |
| 1Y | +165.5% | -30.4% | +195.9% | +166.9% |
| All | +165.5% | -32.6% | +198.2% | +166.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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