-52.1%
SMR vs CB
+95.7%
-147.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.2% | -7.8% |
| 7D | +10.3% | 0.0% | +10.3% | +10.4% |
| 30D | -25.7% | +7.4% | -33.1% | -25.0% |
| 3M | -49.7% | +8.6% | -58.3% | -49.1% |
| 6M | -59.8% | +16.1% | -76.0% | -59.3% |
| YTD | -66.0% | +20.2% | -86.2% | -65.7% |
| 1Y | -81.4% | +27.2% | -108.6% | -81.4% |
| 3Y | +130.6% | +72.7% | +57.9% | +113.4% |
| All | -52.1% | +95.7% | -147.8% | -58.6% |
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