+3,038.3%
CLS vs SMTC
+504.7%
+2,533.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +20.1% | +22.5% | -2.4% | +10.3% |
| 30D | +6.0% | +24.9% | -18.8% | -4.1% |
| 3M | -10.3% | +4.1% | -14.4% | -14.6% |
| 6M | +24.5% | +92.6% | -68.1% | -10.0% |
| YTD | +12.9% | +122.5% | -109.6% | -23.5% |
| 1Y | +36.7% | +166.2% | -129.5% | -13.7% |
| 3Y | +1,328.1% | +577.2% | +750.9% | +473.2% |
| 5Y | +3,682.3% | +119.0% | +3,563.3% | +2,110.4% |
| 10Y | +3,038.3% | +527.9% | +2,510.4% | +1,276.2% |
| All | +3,038.3% | +504.7% | +2,533.6% | +1,276.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling