-3.6%
SMR vs CI
+29.4%
-33.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.5% |
| 7D | +4.4% | +1.3% | +3.1% | +4.4% |
| 30D | +3.4% | +4.4% | -1.0% | +3.4% |
| 3M | -19.2% | +0.7% | -19.8% | -19.2% |
| 6M | -22.6% | +0.3% | -23.0% | -22.7% |
| YTD | -31.5% | +3.8% | -35.4% | -31.6% |
| 1Y | -73.1% | -5.5% | -67.6% | -72.9% |
| 3Y | +55.0% | +8.1% | +46.8% | +50.6% |
| All | -3.6% | +29.4% | -33.0% | -9.8% |
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