+6,646.7%
CB vs SMTC
+49,715.6%
-43,068.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +9.2% | -11.1% | -2.8% |
| 7D | +0.5% | +12.7% | -12.3% | -0.8% |
| 30D | -3.1% | +22.0% | -25.1% | -5.5% |
| 3M | +9.0% | -12.7% | +21.6% | +8.7% |
| 6M | +2.9% | +64.8% | -61.9% | -4.9% |
| YTD | +10.1% | +100.7% | -90.6% | -0.7% |
| 1Y | +22.8% | +146.9% | -124.1% | +7.6% |
| 3Y | +73.8% | +456.8% | -383.0% | +28.8% |
| 5Y | +99.2% | +89.2% | +9.9% | +63.8% |
| 10Y | +218.2% | +426.9% | -208.6% | +123.6% |
| All | +6,646.7% | +49,715.6% | -43,068.9% | +3,656.3% |
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 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