-63.2%
SMR vs CF
-5.0%
-58.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.8% | +6.2% | -21.0% | -10.7% |
| 7D | -26.2% | +0.4% | -26.6% | -25.0% |
| 30D | -45.5% | +2.2% | -47.7% | -43.8% |
| 3M | -53.4% | +2.1% | -55.5% | -49.6% |
| 6M | -63.2% | -6.5% | -56.6% | -61.6% |
| All | -63.2% | -5.0% | -58.2% | -61.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling