-49.5%
SMR vs CL
+40.5%
-90.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.2% | +18.4% | +15.2% |
| 7D | -9.6% | +1.3% | -10.9% | -8.8% |
| 30D | -33.8% | +11.4% | -45.1% | -29.9% |
| 3M | -46.4% | +4.4% | -50.8% | -44.9% |
| 6M | -62.4% | +10.8% | -73.2% | -60.0% |
| YTD | -64.1% | +25.1% | -89.3% | -59.9% |
| 1Y | -84.3% | +28.0% | -112.3% | -82.3% |
| 3Y | +55.8% | +37.6% | +18.2% | +68.6% |
| All | -49.5% | +40.5% | -90.0% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling