-53.7%
SMR vs CAG
-45.8%
-7.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.6% | -3.0% |
| 7D | -8.3% | -3.3% | -4.9% | -9.2% |
| 30D | -20.1% | +7.7% | -27.7% | -18.1% |
| 3M | -52.7% | -3.2% | -49.5% | -52.8% |
| 6M | -61.0% | +7.0% | -68.0% | -59.7% |
| YTD | -67.1% | -9.0% | -58.1% | -67.2% |
| 1Y | -79.9% | -9.6% | -70.3% | -79.9% |
| 3Y | +101.7% | -36.0% | +137.7% | +88.4% |
| All | -53.7% | -45.8% | -7.9% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 10y: compounded portfolio wealth divided by compounded CAG 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…
10y analysis · Full analysis span regression · 6 months rolling