+811.7%
CLS vs SMTC
+696.5%
+115.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +12.8% | -5.0% | +1.8% |
| 7D | -10.6% | -4.8% | -5.7% | -8.9% |
| 30D | -38.4% | -37.8% | -0.6% | -24.0% |
| 3M | -29.9% | -16.5% | -13.4% | -25.5% |
| 6M | -40.6% | -4.4% | -36.2% | -43.2% |
| YTD | -24.6% | +58.0% | -82.6% | -44.3% |
| 1Y | -30.8% | +62.0% | -92.8% | -49.1% |
| 3Y | +811.7% | +745.7% | +66.1% | +231.5% |
| All | +811.7% | +696.5% | +115.2% | +231.5% |
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 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