-62.4%
SMR vs CI
+7.4%
-69.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.6% | +18.9% | +14.1% |
| 7D | -9.6% | -1.6% | -8.1% | -10.5% |
| 30D | -33.8% | +5.4% | -39.2% | -30.3% |
| 3M | -46.4% | +7.3% | -53.6% | -42.5% |
| 6M | -62.4% | +5.3% | -67.7% | -58.9% |
| All | -62.4% | +7.4% | -69.8% | -58.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling