-85.6%
SMR vs CL
+33.4%
-119.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.8% | -1.9% |
| 7D | -9.5% | +7.7% | -17.2% | -4.0% |
| 30D | -33.2% | +15.2% | -48.4% | -25.0% |
| 3M | -45.9% | +7.3% | -53.3% | -42.5% |
| 6M | -57.9% | +17.0% | -74.9% | -52.2% |
| YTD | -63.8% | +28.0% | -91.8% | -52.7% |
| 1Y | -85.6% | +32.1% | -117.7% | -79.6% |
| All | -85.6% | +33.4% | -119.0% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 1y: compounded portfolio wealth divided by compounded CL 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…
1y analysis · Full analysis span regression · 6 months rolling