+11.1%
SMR vs CG
+14.2%
-3.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.2% | +17.4% | +16.7% |
| 7D | +21.4% | -1.3% | +22.7% | +22.2% |
| 30D | +13.8% | -3.2% | +17.0% | +16.2% |
| 3M | +3.9% | +6.2% | -2.3% | -1.3% |
| 6M | -4.2% | -4.7% | +0.5% | -1.2% |
| YTD | -21.1% | -20.6% | -0.5% | -7.5% |
| 1Y | -67.1% | -26.4% | -40.7% | -59.5% |
| 3Y | +88.9% | +55.4% | +33.5% | +63.9% |
| All | +11.1% | +14.2% | -3.0% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling