-80.4%
SMR vs CF
+51.3%
-131.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.4% |
| 7D | +1.9% | +10.4% | -8.4% | +5.7% |
| 30D | -21.9% | +7.6% | -29.5% | -19.5% |
| 3M | -47.1% | +5.2% | -52.3% | -45.2% |
| 6M | -60.6% | -0.1% | -60.6% | -59.0% |
| YTD | -63.1% | +61.7% | -124.8% | -74.6% |
| 1Y | -80.4% | +50.3% | -130.8% | -85.6% |
| All | -80.4% | +51.3% | -131.7% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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