+4,608.4%
SITM vs CRL
+108.7%
+4,499.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.2% | +7.5% |
| 7D | +9.7% | -1.0% | +10.8% | +10.3% |
| 30D | +12.7% | +10.7% | +2.0% | +5.9% |
| 3M | -13.4% | +55.3% | -68.7% | -35.2% |
| 6M | +59.6% | +60.7% | -1.0% | +14.2% |
| YTD | +73.3% | +44.6% | +28.7% | +29.3% |
| 1Y | +165.5% | +77.7% | +87.8% | +71.2% |
| 3Y | +368.7% | +37.6% | +331.1% | +218.6% |
| 5Y | +172.5% | -35.8% | +208.3% | +237.3% |
| All | +4,608.4% | +108.7% | +4,499.7% | +2,310.1% |
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 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