+55.8%
SMR vs CB
+71.5%
-15.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.8% | +18.0% | +15.3% |
| 7D | -9.6% | +0.2% | -9.9% | -9.4% |
| 30D | -33.8% | +9.1% | -42.8% | -30.6% |
| 3M | -46.4% | +3.4% | -49.8% | -45.0% |
| 6M | -62.4% | +14.1% | -76.5% | -59.6% |
| YTD | -64.1% | +18.0% | -82.2% | -61.0% |
| 1Y | -84.3% | +30.1% | -114.5% | -82.8% |
| 3Y | +55.8% | +71.8% | -15.9% | +130.1% |
| All | +55.8% | +71.5% | -15.7% | +130.1% |
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 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