+32.1%
CL vs SMTC
+70.8%
-38.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -12.9% | +16.2% | +2.1% |
| 7D | +7.7% | -24.5% | +32.2% | +5.4% |
| 30D | +15.2% | -42.5% | +57.7% | +11.2% |
| 3M | +7.3% | -14.1% | +21.4% | +6.7% |
| 6M | +17.0% | +3.6% | +13.4% | +16.0% |
| YTD | +28.0% | +50.6% | -22.6% | +30.5% |
| 1Y | +32.1% | +72.2% | -40.1% | +36.5% |
| All | +32.1% | +70.8% | -38.7% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling