+32.2%
CB vs SMTC
+70.8%
-38.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -12.9% | +15.0% | +1.0% |
| 7D | +5.3% | -24.5% | +29.8% | +3.0% |
| 30D | +13.2% | -42.5% | +55.7% | +9.0% |
| 3M | +7.8% | -14.1% | +21.8% | +7.6% |
| 6M | +15.8% | +3.6% | +12.2% | +16.4% |
| YTD | +21.0% | +50.6% | -29.6% | +24.6% |
| 1Y | +32.2% | +72.2% | -40.1% | +37.9% |
| All | +32.2% | +70.8% | -38.7% | +37.9% |
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