-75.5%
SMR vs CG
-33.8%
-41.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.7% | -14.0% | -14.1% |
| 7D | -11.2% | -9.9% | -1.4% | -2.5% |
| 30D | -10.2% | -11.7% | +1.4% | +0.3% |
| 3M | -10.0% | -4.3% | -5.8% | -7.6% |
| 6M | -30.5% | -8.8% | -21.7% | -24.3% |
| YTD | -39.2% | -26.9% | -12.4% | -17.4% |
| 1Y | -75.5% | -35.4% | -40.1% | -63.6% |
| All | -75.5% | -33.8% | -41.7% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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