+7.5%
SMR vs CAG
-45.0%
+52.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.6% |
| 7D | +13.1% | -6.6% | +19.7% | +11.1% |
| 30D | +17.8% | +2.3% | +15.5% | +18.5% |
| 3M | +8.1% | +16.3% | -8.2% | +13.3% |
| 6M | -11.1% | -16.0% | +4.9% | -14.1% |
| YTD | -23.7% | -7.7% | -16.0% | -24.1% |
| 1Y | -69.4% | -16.0% | -53.4% | -69.9% |
| 3Y | +82.6% | -37.7% | +120.3% | +70.1% |
| All | +7.5% | -45.0% | +52.4% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling