-3.6%
SMR vs CG
+16.7%
-20.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.6% |
| 7D | +4.4% | -4.3% | +8.7% | +7.6% |
| 30D | +3.4% | -5.1% | +8.5% | +7.1% |
| 3M | -19.2% | +8.7% | -27.8% | -24.2% |
| 6M | -22.6% | -9.2% | -13.4% | -17.4% |
| YTD | -31.5% | -18.9% | -12.7% | -20.7% |
| 1Y | -73.1% | -25.6% | -47.4% | -67.1% |
| 3Y | +55.0% | +57.3% | -2.3% | +33.1% |
| All | -3.6% | +16.7% | -20.3% | -17.9% |
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