+10.9%
CMG vs SMTC
+70.8%
-59.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -12.9% | +18.8% | +5.3% |
| 7D | +22.5% | -24.5% | +47.0% | +21.4% |
| 30D | +14.1% | -42.5% | +56.6% | +12.5% |
| 3M | +4.1% | -14.1% | +18.2% | +3.6% |
| 6M | +10.1% | +3.6% | +6.5% | +4.7% |
| YTD | -4.9% | +50.6% | -55.4% | -12.2% |
| 1Y | +10.9% | +72.2% | -61.3% | +0.7% |
| All | +10.9% | +70.8% | -59.9% | +0.7% |
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