+11.1%
SMR vs CI
+27.0%
-15.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.8% | +17.1% | +15.2% |
| 7D | +21.4% | -2.0% | +23.4% | +21.4% |
| 30D | +13.8% | -1.8% | +15.7% | +13.9% |
| 3M | +3.9% | -4.2% | +8.1% | +3.9% |
| 6M | -4.2% | +2.7% | -6.9% | -4.5% |
| YTD | -21.1% | +1.9% | -23.0% | -21.2% |
| 1Y | -67.1% | -6.3% | -60.8% | -66.9% |
| 3Y | +88.9% | +3.9% | +85.0% | +84.9% |
| All | +11.1% | +27.0% | -15.9% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling