+82.7%
CRS vs SMTC
+169.6%
-86.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.1% | -6.2% | -2.2% |
| 7D | -6.8% | +13.1% | -19.8% | -9.4% |
| 30D | -16.1% | +19.5% | -35.6% | -20.0% |
| 3M | -21.2% | +2.2% | -23.4% | -23.0% |
| 6M | +8.7% | +94.9% | -86.2% | -13.1% |
| YTD | +41.0% | +127.0% | -86.0% | +6.7% |
| 1Y | +82.7% | +174.6% | -91.9% | +29.1% |
| All | +82.7% | +169.6% | -86.9% | +29.1% |
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