+2,277.8%
CLS vs SMTC
+2,469.9%
-192.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +12.8% | -5.0% | +2.3% |
| 7D | -10.6% | -4.8% | -5.7% | -9.0% |
| 30D | -38.4% | -37.8% | -0.6% | -24.9% |
| 3M | -29.9% | -16.5% | -13.4% | -25.9% |
| 6M | -40.6% | -4.4% | -36.2% | -42.9% |
| YTD | -24.6% | +58.0% | -82.6% | -42.5% |
| 1Y | -30.8% | +62.0% | -92.8% | -47.3% |
| 3Y | +811.7% | +745.7% | +66.1% | +207.3% |
| 5Y | +1,838.4% | +29.0% | +1,809.4% | +1,220.0% |
| 10Y | +1,751.5% | +351.4% | +1,400.1% | +544.6% |
| All | +2,277.8% | +2,469.9% | -192.1% | +354.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling