-48.1%
SMR vs CL
+42.7%
-90.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -2.8% | +2.6% | -5.4% | -1.4% |
| 30D | -27.5% | +11.8% | -39.3% | -23.2% |
| 3M | -43.1% | +5.9% | -49.0% | -41.2% |
| 6M | -58.4% | +13.3% | -71.7% | -55.3% |
| YTD | -63.2% | +27.1% | -90.3% | -58.5% |
| 1Y | -81.6% | +28.0% | -109.6% | -79.2% |
| 3Y | +149.8% | +39.4% | +110.4% | +172.2% |
| All | -48.1% | +42.7% | -90.8% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling