+7,131.2%
CB vs SMTC
+34,665.5%
-27,534.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.7% | -14.5% | -3.0% |
| 7D | +0.2% | -19.0% | +19.2% | +1.9% |
| 30D | +9.1% | -46.7% | +55.8% | +15.0% |
| 3M | +3.4% | -23.4% | +26.8% | +4.3% |
| 6M | +14.1% | -13.4% | +27.5% | +11.8% |
| YTD | +18.0% | +40.1% | -22.0% | +8.9% |
| 1Y | +30.1% | +47.7% | -17.5% | +19.1% |
| 3Y | +71.8% | +606.9% | -535.1% | +22.0% |
| 5Y | +101.8% | +14.4% | +87.4% | +73.0% |
| 10Y | +252.1% | +322.5% | -70.3% | +149.3% |
| All | +7,131.2% | +34,665.5% | -27,534.3% | +4,018.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling