+3,319.5%
SITM vs CRL
+144.5%
+3,175.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.0% |
| 7D | +6.6% | +0.1% | +6.5% | +6.7% |
| 30D | -15.3% | +11.9% | -27.2% | -20.0% |
| 3M | -35.4% | +20.2% | -55.5% | -41.7% |
| 6M | -46.8% | +107.5% | -154.3% | -66.7% |
| YTD | +25.9% | +69.4% | -43.6% | -13.8% |
| 1Y | +54.0% | +99.7% | -45.7% | -5.3% |
| 3Y | +315.6% | +98.8% | +216.8% | +119.4% |
| 5Y | +74.4% | -12.4% | +86.9% | +76.5% |
| All | +3,319.5% | +144.5% | +3,175.1% | +1,506.0% |
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