+1,435.8%
CRS vs SMTC
+118.6%
+1,317.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.5% | +22.5% | -23.0% | -5.7% |
| 30D | -18.1% | +24.9% | -43.0% | -23.3% |
| 3M | -12.4% | +4.1% | -16.5% | -15.5% |
| 6M | +15.9% | +92.6% | -76.6% | -6.6% |
| YTD | +45.8% | +122.5% | -76.6% | +12.4% |
| 1Y | +87.8% | +166.2% | -78.5% | +37.0% |
| 3Y | +648.7% | +577.2% | +71.6% | +270.3% |
| All | +1,435.8% | +118.6% | +1,317.3% | +992.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling