+73.0%
CB vs SMTC
+732.3%
-659.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.2% |
| 7D | 0.0% | +30.5% | -30.4% | +1.2% |
| 30D | +7.4% | -30.9% | +38.3% | +6.3% |
| 3M | +8.6% | -14.7% | +23.3% | +8.6% |
| 6M | +16.1% | -9.6% | +25.7% | +16.6% |
| YTD | +20.2% | +62.1% | -41.9% | +21.9% |
| 1Y | +27.2% | +66.6% | -39.4% | +29.2% |
| All | +73.0% | +732.3% | -659.3% | +82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling