-80.9%
SMR vs CF
+47.0%
-127.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.1% | +7.2% | +7.1% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | -24.4% | +6.9% | -31.4% | -22.3% |
| 3M | -44.6% | +4.8% | -49.5% | -42.5% |
| 6M | -56.7% | +4.7% | -61.3% | -54.9% |
| YTD | -61.6% | +56.5% | -118.1% | -73.6% |
| All | -80.9% | +47.0% | -127.9% | -86.2% |
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