+54.0%
SITM vs CPB
-22.0%
+76.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.1% | -8.7% | -3.5% |
| 7D | +6.6% | -1.6% | +8.2% | +5.9% |
| 30D | -15.3% | +19.2% | -34.5% | -5.4% |
| 3M | -35.4% | -1.0% | -34.4% | -32.4% |
| 6M | -46.8% | +15.2% | -62.0% | -43.4% |
| YTD | +25.9% | -13.1% | +39.0% | +36.0% |
| 1Y | +54.0% | -22.4% | +76.4% | +60.8% |
| All | +54.0% | -22.0% | +76.0% | +60.8% |
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