+6,220.1%
CRS vs SMTC
+48,791.7%
-42,571.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.0% |
| 7D | +4.8% | +11.0% | -6.3% | +3.0% |
| 30D | -23.2% | -28.5% | +5.3% | -19.3% |
| 3M | -45.5% | -14.2% | -31.3% | -45.0% |
| 6M | -33.1% | -18.0% | -15.1% | -32.9% |
| YTD | -7.2% | +55.5% | -62.7% | -16.9% |
| 1Y | -10.0% | +69.5% | -79.6% | -20.7% |
| 3Y | +332.3% | +699.7% | -367.3% | +181.7% |
| 5Y | +801.9% | +27.4% | +774.5% | +656.8% |
| 10Y | +820.9% | +335.7% | +485.2% | +558.9% |
| All | +6,220.1% | +48,791.7% | -42,571.6% | +3,719.8% |
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