-3.6%
SMR vs CAG
-43.6%
+40.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.8% |
| 7D | +4.4% | -3.8% | +8.2% | +3.4% |
| 30D | +3.4% | +3.1% | +0.3% | +4.2% |
| 3M | -19.2% | +23.5% | -42.6% | -13.8% |
| 6M | -22.6% | -14.8% | -7.8% | -25.0% |
| YTD | -31.5% | -5.4% | -26.1% | -31.5% |
| 1Y | -73.1% | -11.8% | -61.3% | -73.3% |
| 3Y | +55.0% | -36.7% | +91.6% | +45.4% |
| All | -3.6% | -43.6% | +40.1% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling