-53.7%
SMR vs CB
+97.8%
-151.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.2% |
| 7D | -8.3% | +2.9% | -11.2% | -7.9% |
| 30D | -20.1% | +7.3% | -27.4% | -19.3% |
| 3M | -52.7% | +9.4% | -62.1% | -52.0% |
| 6M | -61.0% | +19.6% | -80.7% | -60.5% |
| YTD | -67.1% | +21.5% | -88.6% | -66.8% |
| 1Y | -79.9% | +28.0% | -107.9% | -79.8% |
| 3Y | +101.7% | +74.9% | +26.9% | +86.9% |
| All | -53.7% | +97.8% | -151.5% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling