+3,519.6%
SITM vs CRL
+146.5%
+3,373.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +32.5% | +8.9% | +23.7% | +26.6% |
| 30D | -18.8% | +14.0% | -32.8% | -24.2% |
| 3M | -30.9% | +19.8% | -50.7% | -37.6% |
| 6M | -44.5% | +102.0% | -146.5% | -64.6% |
| YTD | +33.2% | +70.8% | -37.6% | -9.3% |
| 1Y | +53.8% | +98.7% | -44.9% | -5.1% |
| 3Y | +335.7% | +98.2% | +237.5% | +130.9% |
| 5Y | +84.6% | -11.7% | +96.3% | +85.9% |
| All | +3,519.6% | +146.5% | +3,373.1% | +1,590.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling