+4,608.4%
SITM vs CPB
-43.1%
+4,651.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.4% | +9.9% | +6.0% |
| 7D | +9.7% | -8.6% | +18.3% | +8.2% |
| 30D | +12.7% | -7.2% | +19.9% | +11.6% |
| 3M | -13.4% | +0.9% | -14.3% | -13.0% |
| 6M | +59.6% | -11.8% | +71.4% | +58.1% |
| YTD | +73.3% | -19.4% | +92.7% | +70.2% |
| 1Y | +165.5% | -30.4% | +195.9% | +157.1% |
| 3Y | +368.7% | -40.2% | +408.9% | +342.1% |
| 5Y | +172.5% | -39.5% | +212.0% | +156.4% |
| All | +4,608.4% | -43.1% | +4,651.5% | +4,357.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling