-80.5%
SMR vs CF
+50.2%
-130.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -3.2% |
| 7D | -2.8% | +4.8% | -7.5% | -0.8% |
| 30D | -27.5% | +9.7% | -37.2% | -24.8% |
| 3M | -43.1% | +1.2% | -44.4% | -41.7% |
| 6M | -58.4% | +7.4% | -65.8% | -56.4% |
| YTD | -63.2% | +60.5% | -123.7% | -74.7% |
| All | -80.5% | +50.2% | -130.7% | -85.7% |
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