+3,231.7%
CLS vs SMTC
+3,163.8%
+68.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.2% | -8.4% | -3.2% |
| 7D | +4.6% | +12.7% | -8.2% | -0.9% |
| 30D | -13.9% | +22.0% | -35.9% | -22.7% |
| 3M | -26.6% | -12.7% | -13.9% | -24.7% |
| 6M | +15.4% | +64.8% | -49.4% | -12.1% |
| YTD | +5.7% | +100.7% | -95.0% | -26.5% |
| 1Y | +41.1% | +146.9% | -105.8% | -10.1% |
| 3Y | +1,228.6% | +456.8% | +771.8% | +423.6% |
| 5Y | +3,240.6% | +89.2% | +3,151.4% | +1,852.0% |
| 10Y | +2,760.3% | +426.9% | +2,333.5% | +841.1% |
| All | +3,231.7% | +3,163.8% | +68.0% | +481.0% |
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