+63.9%
SMR vs CI
+7.6%
+56.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.7% |
| 7D | +4.4% | +1.3% | +3.1% | +4.6% |
| 30D | +3.4% | +4.4% | -1.0% | +4.1% |
| 3M | -19.2% | +0.7% | -19.8% | -18.9% |
| 6M | -22.6% | +0.3% | -23.0% | -22.4% |
| YTD | -31.5% | +3.8% | -35.4% | -30.9% |
| 1Y | -73.1% | -5.5% | -67.6% | -72.8% |
| All | +63.9% | +7.6% | +56.2% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 3y: compounded portfolio wealth divided by compounded CI 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…
3y analysis · Full analysis span regression · 6 months rolling