+107.8%
CB vs SMTC
+26.3%
+81.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +1.0% |
| 7D | +2.9% | +11.0% | -8.1% | +3.0% |
| 30D | +7.3% | -28.5% | +35.8% | +7.2% |
| 3M | +9.4% | -14.2% | +23.6% | +9.3% |
| 6M | +19.6% | -18.0% | +37.6% | +19.4% |
| YTD | +21.5% | +55.5% | -34.0% | +19.8% |
| 1Y | +28.0% | +69.5% | -41.5% | +25.9% |
| 3Y | +74.9% | +699.7% | -624.8% | +52.8% |
| All | +107.8% | +26.3% | +81.5% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling