-70.2%
SMR vs CAG
-17.7%
-52.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.7% | -2.8% | -7.0% |
| 7D | +4.7% | -5.9% | +10.6% | +1.4% |
| 30D | +3.2% | -1.5% | +4.8% | +2.4% |
| 3M | +9.9% | +11.5% | -1.6% | +18.5% |
| 6M | -15.1% | -15.7% | +0.6% | -25.6% |
| YTD | -27.9% | -10.2% | -17.7% | -32.1% |
| 1Y | -70.2% | -18.1% | -52.2% | -74.8% |
| All | -70.2% | -17.7% | -52.5% | -74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling