+103.2%
CB vs SMTC
+13.5%
+89.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.7% | -14.5% | -1.7% |
| 7D | +0.2% | -19.0% | +19.2% | +0.1% |
| 30D | +9.1% | -46.7% | +55.8% | +8.8% |
| 3M | +3.4% | -23.4% | +26.8% | +3.2% |
| 6M | +14.1% | -13.4% | +27.5% | +13.4% |
| YTD | +18.0% | +40.1% | -22.0% | +16.2% |
| 1Y | +30.1% | +47.7% | -17.5% | +28.0% |
| 3Y | +71.8% | +606.9% | -535.1% | +50.1% |
| All | +103.2% | +13.5% | +89.7% | +117.0% |
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