+63.9%
SMR vs CB
+74.3%
-10.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -1.3% |
| 7D | +4.4% | +0.5% | +3.9% | +4.6% |
| 30D | +3.4% | -3.1% | +6.5% | +2.3% |
| 3M | -19.2% | +9.0% | -28.1% | -16.5% |
| 6M | -22.6% | +2.9% | -25.5% | -20.9% |
| YTD | -31.5% | +10.1% | -41.7% | -29.0% |
| 1Y | -73.1% | +22.8% | -95.9% | -71.8% |
| All | +63.9% | +74.3% | -10.5% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling