+429.9%
SITM vs CPB
-40.5%
+470.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -1.5% |
| 7D | +8.4% | -8.2% | +16.6% | +5.3% |
| 30D | -17.4% | -5.6% | -11.8% | -18.7% |
| 3M | -9.8% | +3.0% | -12.8% | -8.2% |
| 6M | +83.0% | -12.7% | +95.7% | +78.0% |
| YTD | +69.6% | -18.0% | +87.6% | +62.7% |
| 1Y | +144.9% | -31.7% | +176.6% | +122.5% |
| 3Y | +429.9% | -41.0% | +470.8% | +353.6% |
| All | +429.9% | -40.5% | +470.4% | +353.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling