+89.7%
SITM vs CPB
-33.9%
+123.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.6% | +5.8% |
| 7D | +17.2% | -4.1% | +21.3% | +15.5% |
| 30D | -17.1% | +16.9% | -34.0% | -11.3% |
| 3M | -29.2% | -0.6% | -28.6% | -27.5% |
| 6M | -47.6% | +11.4% | -59.0% | -44.4% |
| YTD | +33.8% | -14.8% | +48.6% | +33.3% |
| 1Y | +54.1% | -24.8% | +78.9% | +48.6% |
| 3Y | +337.6% | -36.6% | +374.2% | +300.1% |
| 5Y | +89.7% | -33.3% | +123.1% | +124.0% |
| All | +89.7% | -33.9% | +123.6% | +124.0% |
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