+44.4%
SITM vs CRL
+85.3%
-41.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.3% | -2.1% | -7.4% |
| 7D | -19.5% | -12.8% | -6.8% | -16.6% |
| 30D | -43.2% | +5.0% | -48.2% | -43.2% |
| 3M | -30.8% | +39.4% | -70.2% | -34.0% |
| 6M | -28.6% | +89.4% | -117.9% | -36.5% |
| YTD | +14.2% | +63.6% | -49.4% | +1.3% |
| 1Y | +44.4% | +83.5% | -39.1% | +12.4% |
| All | +44.4% | +85.3% | -41.0% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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