+11.1%
SMR vs CB
+76.7%
-65.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.4% | +16.7% | +15.1% |
| 7D | +21.4% | -0.6% | +22.0% | +21.3% |
| 30D | +13.8% | -3.9% | +17.8% | +13.5% |
| 3M | +3.9% | +4.9% | -1.0% | +3.7% |
| 6M | -4.2% | +3.3% | -7.5% | -4.2% |
| YTD | -21.1% | +8.5% | -29.6% | -21.5% |
| 1Y | -67.1% | +22.1% | -89.1% | -67.9% |
| 3Y | +88.9% | +70.1% | +18.7% | +67.1% |
| All | +11.1% | +76.7% | -65.6% | -5.3% |
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