+101.7%
SMR vs CL
+40.9%
+60.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.1% | -2.0% |
| 7D | -8.3% | +3.2% | -11.5% | -6.1% |
| 30D | -20.1% | +8.0% | -28.1% | -14.8% |
| 3M | -52.7% | +7.9% | -60.6% | -49.5% |
| 6M | -61.0% | +14.7% | -75.8% | -55.9% |
| YTD | -67.1% | +29.2% | -96.3% | -59.2% |
| 1Y | -79.9% | +29.5% | -109.4% | -74.8% |
| 3Y | +101.7% | +40.7% | +61.1% | +169.9% |
| All | +101.7% | +40.9% | +60.8% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling