+149.8%
SMR vs CF
+62.9%
+86.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.1% |
| 7D | -2.8% | +4.8% | -7.5% | -2.7% |
| 30D | -27.5% | +9.7% | -37.2% | -27.6% |
| 3M | -43.1% | +1.2% | -44.4% | -42.8% |
| 6M | -58.4% | +7.4% | -65.8% | -58.7% |
| YTD | -63.2% | +60.5% | -123.7% | -70.4% |
| 1Y | -81.6% | +50.7% | -132.4% | -84.9% |
| 3Y | +149.8% | +64.8% | +85.0% | +90.5% |
| All | +149.8% | +62.9% | +86.9% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling