-4.6%
CARR vs SMTC
+154.8%
-159.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +9.2% | -8.2% | -0.3% |
| 7D | +1.6% | +12.7% | -11.2% | -0.3% |
| 30D | -8.7% | +22.0% | -30.7% | -12.2% |
| 3M | -12.6% | -12.7% | +0.1% | -12.4% |
| 6M | -1.5% | +64.8% | -66.3% | -12.0% |
| YTD | +14.3% | +100.7% | -86.4% | -1.0% |
| 1Y | -4.6% | +146.9% | -151.5% | -19.2% |
| All | -4.6% | +154.8% | -159.3% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling