-45.9%
SMR vs CI
+36.1%
-82.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +7.1% |
| 7D | +1.7% | +0.1% | +1.5% | +1.7% |
| 30D | -24.4% | +4.7% | -29.1% | -24.4% |
| 3M | -44.6% | +5.2% | -49.8% | -44.5% |
| 6M | -56.7% | +3.8% | -60.4% | -56.6% |
| YTD | -61.6% | +9.2% | -70.8% | -61.6% |
| 1Y | -82.1% | +14.3% | -96.3% | -82.1% |
| 3Y | +161.5% | +8.4% | +153.1% | +154.7% |
| All | -45.9% | +36.1% | -82.1% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling