+145.3%
SITM vs CRL
+73.3%
+72.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.4% |
| 7D | +4.8% | -6.9% | +11.8% | +6.2% |
| 30D | -9.7% | -3.2% | -6.5% | -9.2% |
| 3M | -9.3% | +46.5% | -55.9% | -16.6% |
| 6M | +69.5% | +63.1% | +6.4% | +49.4% |
| YTD | +70.5% | +36.9% | +33.7% | +56.1% |
| 1Y | +145.3% | +78.1% | +67.1% | +98.8% |
| All | +145.3% | +73.3% | +72.0% | +98.8% |
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