+4,532.8%
SITM vs CRL
+97.5%
+4,435.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.2% |
| 7D | +4.8% | -6.9% | +11.8% | +9.3% |
| 30D | -9.7% | -3.2% | -6.5% | -8.2% |
| 3M | -9.3% | +46.5% | -55.9% | -29.9% |
| 6M | +69.5% | +63.1% | +6.4% | +19.8% |
| YTD | +70.5% | +36.9% | +33.7% | +31.4% |
| 1Y | +145.3% | +78.1% | +67.1% | +57.3% |
| 3Y | +432.8% | +36.7% | +396.1% | +259.6% |
| 5Y | +174.0% | -38.1% | +212.1% | +244.1% |
| All | +4,532.8% | +97.5% | +4,435.4% | +2,349.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling