+55.8%
SMR vs CF
+57.7%
-1.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.7% | +15.6% | +16.2% |
| 7D | -9.6% | -3.2% | -6.4% | -9.4% |
| 30D | -33.8% | +4.3% | -38.1% | -33.7% |
| 3M | -46.4% | +2.8% | -49.2% | -46.1% |
| 6M | -62.4% | +0.6% | -63.0% | -62.4% |
| YTD | -64.1% | +56.6% | -120.8% | -71.0% |
| 1Y | -84.3% | +49.6% | -134.0% | -87.1% |
| 3Y | +55.8% | +61.5% | -5.7% | +18.5% |
| All | +55.8% | +57.7% | -1.9% | +18.5% |
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