+339.9%
SITM vs CRL
+99.6%
+240.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +32.5% | +8.9% | +23.7% | +28.6% |
| 30D | -18.8% | +14.0% | -32.8% | -22.0% |
| 3M | -30.9% | +19.8% | -50.7% | -34.8% |
| 6M | -44.5% | +102.0% | -146.5% | -57.5% |
| YTD | +33.2% | +70.8% | -37.6% | +6.7% |
| 1Y | +53.8% | +98.7% | -44.9% | +15.2% |
| All | +339.9% | +99.6% | +240.3% | +140.1% |
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