+4,789.7%
SITM vs CPB
-44.1%
+4,833.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.3% | +5.6% |
| 7D | +3.9% | -1.8% | +5.6% | +3.6% |
| 30D | -6.6% | -7.1% | +0.5% | -7.5% |
| 3M | -11.9% | -6.0% | -5.8% | -12.2% |
| 6M | +81.1% | -5.3% | +86.4% | +80.7% |
| YTD | +80.0% | -20.8% | +100.8% | +76.3% |
| 1Y | +145.8% | -33.8% | +179.7% | +136.5% |
| 3Y | +475.9% | -43.7% | +519.6% | +441.8% |
| 5Y | +189.2% | -40.7% | +229.9% | +171.5% |
| All | +4,789.7% | -44.1% | +4,833.8% | +4,516.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling