-80.9%
SMR vs CL
+27.9%
-108.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.4% | +5.7% | +8.2% |
| 7D | +1.7% | +0.5% | +1.2% | +2.3% |
| 30D | -24.4% | +11.6% | -36.0% | -17.2% |
| 3M | -44.6% | +5.6% | -50.2% | -41.8% |
| 6M | -56.7% | +13.2% | -69.8% | -51.7% |
| YTD | -61.6% | +26.9% | -88.5% | -50.5% |
| All | -80.9% | +27.9% | -108.8% | -74.3% |
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