-14.4%
SMR vs CAH
+375.3%
-389.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.6% | -15.1% | -15.7% |
| 7D | -11.2% | -5.1% | -6.1% | -11.3% |
| 30D | -10.2% | +0.2% | -10.4% | -10.3% |
| 3M | -10.0% | +6.3% | -16.3% | -10.0% |
| 6M | -30.5% | +9.4% | -39.8% | -30.2% |
| YTD | -39.2% | +15.0% | -54.2% | -39.1% |
| 1Y | -75.5% | +55.4% | -131.0% | -76.5% |
| 3Y | +45.4% | +173.8% | -128.4% | +25.1% |
| All | -14.4% | +375.3% | -389.7% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling