+3,542.1%
CLS vs SMTC
+110.0%
+3,432.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +10.0% | -4.3% | +1.4% |
| 7D | +12.8% | +22.9% | -10.2% | +3.1% |
| 30D | +3.8% | +16.6% | -12.8% | -3.7% |
| 3M | -14.6% | +2.4% | -17.0% | -18.3% |
| 6M | +32.2% | +98.3% | -66.0% | -6.9% |
| YTD | +11.6% | +120.7% | -109.1% | -25.3% |
| 1Y | +35.1% | +168.3% | -133.2% | -16.6% |
| 3Y | +1,312.5% | +571.7% | +740.8% | +468.0% |
| 5Y | +3,542.1% | +114.0% | +3,428.1% | +1,974.6% |
| All | +3,542.1% | +110.0% | +3,432.0% | +1,974.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling