-81.4%
SMR vs CB
+28.2%
-109.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.4% | -8.2% | -7.3% |
| 7D | +10.3% | 0.0% | +10.3% | +10.9% |
| 30D | -25.7% | +7.4% | -33.1% | -18.3% |
| 3M | -49.7% | +8.6% | -58.3% | -43.5% |
| 6M | -59.8% | +16.1% | -76.0% | -50.0% |
| YTD | -66.0% | +20.2% | -86.2% | -55.4% |
| 1Y | -81.4% | +27.2% | -108.6% | -75.9% |
| All | -81.4% | +28.2% | -109.7% | -75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling