+7.5%
SMR vs CAH
+386.3%
-378.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +13.1% | -2.2% | +15.3% | +13.0% |
| 30D | +17.8% | +1.2% | +16.6% | +17.7% |
| 3M | +8.1% | +13.1% | -5.0% | +8.2% |
| 6M | -11.1% | +8.5% | -19.6% | -10.5% |
| YTD | -23.7% | +17.6% | -41.3% | -23.5% |
| 1Y | -69.4% | +60.7% | -130.1% | -70.6% |
| 3Y | +82.6% | +183.2% | -100.6% | +56.5% |
| All | +7.5% | +386.3% | -378.8% | -26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling