-42.6%
CAG vs SMTC
+112.1%
-154.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -2.8% |
| 7D | -5.9% | +17.5% | -23.4% | -5.6% |
| 30D | -1.5% | +21.3% | -22.8% | -1.2% |
| 3M | +11.5% | +3.1% | +8.3% | +11.8% |
| 6M | -15.7% | +81.7% | -97.4% | -15.5% |
| YTD | -10.2% | +115.9% | -126.2% | -10.1% |
| 1Y | -18.1% | +157.8% | -175.9% | -18.0% |
| 3Y | -39.4% | +557.3% | -596.7% | -41.8% |
| 5Y | -42.6% | +114.7% | -157.3% | -47.1% |
| All | -42.6% | +112.1% | -154.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 5y: compounded portfolio wealth divided by compounded SMTC 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…
5y analysis · Full analysis span regression · 6 months rolling