+192.1%
CFG vs SMTC
+698.5%
-506.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.1% |
| 7D | +3.2% | +11.0% | -7.8% | +1.8% |
| 30D | +5.1% | -28.5% | +33.6% | +8.3% |
| 3M | -11.2% | -14.2% | +3.0% | -11.5% |
| 6M | +9.6% | -18.0% | +27.6% | +8.0% |
| YTD | +15.0% | +55.5% | -40.5% | +1.3% |
| 1Y | +29.9% | +69.5% | -39.7% | +12.5% |
| 3Y | +192.1% | +699.7% | -507.6% | +68.3% |
| All | +192.1% | +698.5% | -506.4% | +68.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling