-45.9%
SMR vs CB
+91.4%
-137.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.0% |
| 7D | +1.7% | -1.5% | +3.2% | +1.5% |
| 30D | -24.4% | +6.5% | -31.0% | -23.8% |
| 3M | -44.6% | +4.1% | -48.7% | -44.2% |
| 6M | -56.7% | +14.4% | -71.1% | -56.3% |
| YTD | -61.6% | +17.5% | -79.1% | -61.4% |
| 1Y | -82.1% | +27.5% | -109.6% | -82.2% |
| 3Y | +161.5% | +71.6% | +89.9% | +139.8% |
| All | -45.9% | +91.4% | -137.3% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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