-80.4%
SMR vs CB
+29.2%
-109.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.6% |
| 7D | +1.9% | -1.0% | +3.0% | +1.0% |
| 30D | -21.9% | +7.3% | -29.3% | -14.2% |
| 3M | -47.1% | +7.0% | -54.1% | -41.6% |
| 6M | -60.6% | +16.3% | -77.0% | -51.0% |
| YTD | -63.1% | +19.7% | -82.8% | -51.8% |
| 1Y | -80.4% | +27.8% | -108.2% | -74.1% |
| All | -80.4% | +29.2% | -109.7% | -74.1% |
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