-85.6%
SMR vs CNC
+122.0%
-207.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +12.6% | -17.1% | -4.0% |
| 7D | -9.5% | +13.4% | -22.9% | -9.0% |
| 30D | -33.2% | +18.2% | -51.4% | -32.7% |
| 3M | -45.9% | +18.6% | -64.6% | -45.6% |
| 6M | -57.9% | +41.9% | -99.8% | -57.6% |
| YTD | -63.8% | +84.7% | -148.5% | -66.0% |
| 1Y | -85.6% | +110.5% | -196.1% | -87.6% |
| All | -85.6% | +122.0% | -207.6% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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