-17.9%
CLS vs SMTC
+63.0%
-81.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -3.4% |
| 7D | +16.3% | +11.0% | +5.3% | +10.2% |
| 30D | -25.7% | -28.5% | +2.8% | -13.6% |
| 3M | -30.9% | -14.2% | -16.6% | -27.1% |
| 6M | -35.5% | -18.0% | -17.5% | -33.3% |
| YTD | -18.7% | +55.5% | -74.2% | -49.3% |
| 1Y | -17.9% | +69.5% | -87.4% | -53.3% |
| All | -17.9% | +63.0% | -81.0% | -53.3% |
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 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