-79.9%
SMR vs CL
+29.8%
-109.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -1.9% |
| 7D | -8.3% | +3.2% | -11.5% | -6.0% |
| 30D | -20.1% | +8.0% | -28.1% | -14.7% |
| 3M | -52.7% | +7.9% | -60.6% | -49.5% |
| 6M | -61.0% | +14.7% | -75.8% | -56.1% |
| YTD | -67.1% | +29.2% | -96.3% | -56.9% |
| 1Y | -79.9% | +29.5% | -109.4% | -73.0% |
| All | -79.9% | +29.8% | -109.7% | -73.0% |
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