-32.5%
CBRS vs SMR
-18.4%
-14.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.5% | +10.8% | +10.6% |
| 7D | +17.3% | +4.4% | +12.9% | +14.3% |
| 30D | -2.0% | +3.4% | -5.4% | -5.7% |
| 3M | -2.5% | -19.2% | +16.7% | -0.6% |
| All | -32.5% | -18.4% | -14.1% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · Available span rolling