+243.0%
CB vs SMTC
+365.8%
-122.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.8% | -13.3% | -1.2% |
| 7D | -1.5% | -4.8% | +3.3% | -1.5% |
| 30D | +6.5% | -37.8% | +44.3% | +9.1% |
| 3M | +4.1% | -16.5% | +20.5% | +4.0% |
| 6M | +14.4% | -4.4% | +18.8% | +11.7% |
| YTD | +17.5% | +58.0% | -40.5% | +9.0% |
| 1Y | +27.5% | +62.0% | -34.5% | +17.7% |
| 3Y | +71.6% | +745.7% | -674.1% | +15.8% |
| 5Y | +100.6% | +29.0% | +71.6% | +85.3% |
| 10Y | +243.0% | +351.4% | -108.4% | +139.2% |
| All | +243.0% | +365.8% | -122.8% | +139.2% |
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 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