+9,834.6%
CRS vs SMTC
+69,284.5%
-59,449.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.0% | -13.5% | -5.1% |
| 7D | -3.1% | +22.9% | -26.0% | -6.4% |
| 30D | -19.6% | +16.6% | -36.3% | -22.1% |
| 3M | -8.1% | +2.4% | -10.5% | -9.9% |
| 6M | +18.6% | +98.3% | -79.7% | +3.4% |
| YTD | +45.9% | +120.7% | -74.8% | +24.7% |
| 1Y | +82.5% | +168.3% | -85.8% | +50.6% |
| 3Y | +648.9% | +571.7% | +77.2% | +401.0% |
| 5Y | +1,438.1% | +114.0% | +1,324.1% | +1,100.9% |
| 10Y | +1,327.0% | +497.0% | +830.0% | +878.8% |
| All | +9,834.6% | +69,284.5% | -59,449.9% | +5,629.3% |
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