+1.5%
SMR vs CAH
+378.2%
-376.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.6% |
| 7D | +4.7% | -5.1% | +9.8% | +4.6% |
| 30D | +3.2% | -1.8% | +5.0% | +3.2% |
| 3M | +9.9% | +9.4% | +0.5% | +9.9% |
| 6M | -15.1% | +9.2% | -24.4% | -14.8% |
| YTD | -27.9% | +15.7% | -43.6% | -27.8% |
| 1Y | -70.2% | +59.7% | -130.0% | -71.5% |
| 3Y | +72.5% | +178.5% | -106.0% | +47.8% |
| All | +1.5% | +378.2% | -376.7% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling