+55.8%
SMR vs CL
+38.3%
+17.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.2% | +18.4% | +14.6% |
| 7D | -9.6% | +1.3% | -10.9% | -8.4% |
| 30D | -33.8% | +11.4% | -45.1% | -27.8% |
| 3M | -46.4% | +4.4% | -50.8% | -44.1% |
| 6M | -62.4% | +10.8% | -73.2% | -58.6% |
| YTD | -64.1% | +25.1% | -89.3% | -56.7% |
| 1Y | -84.3% | +28.0% | -112.3% | -80.6% |
| 3Y | +55.8% | +37.6% | +18.2% | +79.8% |
| All | +55.8% | +38.3% | +17.6% | +79.8% |
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