+56.5%
SMR vs CL
+30.5%
+26.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -1.5% |
| 7D | +4.4% | -2.2% | +6.6% | +2.9% |
| 30D | +3.4% | -4.8% | +8.2% | +0.2% |
| 3M | -19.2% | +4.9% | -24.1% | -15.7% |
| 6M | -22.6% | -5.7% | -16.9% | -25.8% |
| YTD | -31.5% | +14.4% | -45.9% | -23.8% |
| 1Y | -73.1% | +8.7% | -81.8% | -70.1% |
| All | +56.5% | +30.5% | +26.0% | +46.1% |
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