-85.6%
SMR vs CAH
+38.5%
-124.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.0% | -2.5% |
| 7D | -9.5% | +7.0% | -16.5% | -6.1% |
| 30D | -33.2% | +12.4% | -45.6% | -28.6% |
| 3M | -45.9% | +12.2% | -58.1% | -42.2% |
| 6M | -57.9% | +33.2% | -91.1% | -50.5% |
| YTD | -63.8% | +28.4% | -92.2% | -54.9% |
| 1Y | -85.6% | +35.0% | -120.6% | -80.7% |
| All | -85.6% | +38.5% | -124.1% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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