-79.9%
SMR vs CF
+50.1%
-129.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.5% | -3.3% |
| 7D | -8.3% | +4.8% | -13.0% | -6.7% |
| 30D | -20.1% | +4.7% | -24.8% | -18.2% |
| 3M | -52.7% | +7.4% | -60.1% | -50.6% |
| 6M | -61.0% | +0.6% | -61.6% | -59.2% |
| YTD | -67.1% | +64.1% | -131.2% | -77.0% |
| 1Y | -79.9% | +51.4% | -131.3% | -84.8% |
| All | -79.9% | +50.1% | -129.9% | -84.8% |
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