+216.8%
CB vs SMTC
+493.3%
-276.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.0% | -11.4% | -2.1% |
| 7D | -0.6% | +22.9% | -23.6% | -2.1% |
| 30D | -3.9% | +16.6% | -20.5% | -5.2% |
| 3M | +4.9% | +2.4% | +2.5% | +3.8% |
| 6M | +3.3% | +98.3% | -95.0% | -4.3% |
| YTD | +8.5% | +120.7% | -112.2% | -0.7% |
| 1Y | +22.1% | +168.3% | -146.2% | +9.0% |
| 3Y | +70.1% | +571.7% | -501.6% | +23.6% |
| 5Y | +97.4% | +114.0% | -16.6% | +72.6% |
| 10Y | +216.8% | +497.0% | -280.2% | +114.4% |
| All | +216.8% | +493.3% | -276.5% | +114.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling