+425.9%
CARR vs SMTC
+441.6%
-15.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.1% |
| 7D | +0.6% | +22.5% | -21.8% | -3.3% |
| 30D | -8.7% | +24.9% | -33.5% | -13.1% |
| 3M | -18.4% | +4.1% | -22.4% | -20.5% |
| 6M | -0.6% | +92.6% | -93.2% | -15.4% |
| YTD | +10.9% | +122.5% | -111.5% | -8.6% |
| 1Y | -7.3% | +166.2% | -173.5% | -26.9% |
| 3Y | +2.9% | +577.2% | -574.3% | -41.5% |
| 5Y | +9.6% | +119.0% | -109.3% | -19.5% |
| All | +425.9% | +441.6% | -15.6% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling