+434.4%
SITM vs CRL
+38.7%
+395.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.2% |
| 7D | +3.7% | -4.6% | +8.3% | +5.5% |
| 30D | -14.5% | +0.5% | -15.0% | -14.8% |
| 3M | -10.6% | +46.6% | -57.2% | -23.7% |
| 6M | +65.5% | +57.3% | +8.3% | +35.4% |
| YTD | +67.0% | +39.5% | +27.5% | +41.8% |
| 1Y | +138.6% | +76.9% | +61.7% | +81.0% |
| All | +434.4% | +38.7% | +395.7% | +274.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling