-46.8%
SITM vs CRL
+102.3%
-149.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.1% |
| 7D | +6.6% | +0.1% | +6.5% | +6.7% |
| 30D | -15.3% | +11.9% | -27.2% | -16.1% |
| 3M | -35.4% | +20.2% | -55.5% | -36.7% |
| 6M | -46.8% | +107.5% | -154.3% | -51.8% |
| All | -46.8% | +102.3% | -149.1% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling