+332.3%
CRS vs SMTC
+698.5%
-366.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.7% |
| 7D | +4.8% | +11.0% | -6.3% | +2.3% |
| 30D | -23.2% | -28.5% | +5.3% | -17.9% |
| 3M | -45.5% | -14.2% | -31.3% | -44.9% |
| 6M | -33.1% | -18.0% | -15.1% | -33.1% |
| YTD | -7.2% | +55.5% | -62.7% | -21.2% |
| 1Y | -10.0% | +69.5% | -79.6% | -25.4% |
| 3Y | +332.3% | +699.7% | -367.3% | +181.2% |
| All | +332.3% | +698.5% | -366.2% | +181.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling