-49.5%
SMR vs CF
+60.4%
-109.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +0.7% | +15.6% | +16.2% |
| 7D | -9.6% | -3.2% | -6.4% | -9.3% |
| 30D | -33.8% | +4.3% | -38.1% | -34.3% |
| 3M | -46.4% | +2.8% | -49.2% | -46.7% |
| 6M | -62.4% | +0.6% | -63.0% | -62.9% |
| YTD | -64.1% | +56.6% | -120.8% | -70.3% |
| 1Y | -84.3% | +49.6% | -134.0% | -86.8% |
| 3Y | +55.8% | +61.5% | -5.7% | +25.9% |
| All | -49.5% | +60.4% | -109.9% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling