-53.7%
SMR vs CG
-1.2%
-52.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.4% | -4.0% |
| 7D | -8.3% | +0.2% | -8.4% | -8.2% |
| 30D | -20.1% | +11.2% | -31.3% | -25.6% |
| 3M | -52.7% | -22.1% | -30.6% | -43.7% |
| 6M | -61.0% | -17.9% | -43.1% | -55.4% |
| YTD | -67.1% | -31.3% | -35.8% | -57.2% |
| 1Y | -79.9% | -24.0% | -55.9% | -75.4% |
| 3Y | +101.7% | +45.0% | +56.8% | +90.0% |
| All | -53.7% | -1.2% | -52.5% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling