+172.4%
SITM vs CPB
-38.1%
+210.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.3% |
| 7D | +3.7% | -8.0% | +11.7% | +1.2% |
| 30D | -14.5% | -2.4% | -12.1% | -14.8% |
| 3M | -10.6% | +0.5% | -11.1% | -9.4% |
| 6M | +65.5% | -10.5% | +76.0% | +62.6% |
| YTD | +67.0% | -17.5% | +84.5% | +61.0% |
| 1Y | +138.6% | -31.0% | +169.6% | +119.5% |
| 3Y | +421.8% | -40.6% | +462.4% | +359.3% |
| 5Y | +172.4% | -37.7% | +210.2% | +186.5% |
| All | +172.4% | -38.1% | +210.5% | +186.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling