-14.4%
SMR vs CNC
-19.2%
+4.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.6% | -17.2% | -15.6% |
| 7D | -11.2% | -0.9% | -10.3% | -11.2% |
| 30D | -10.2% | -1.0% | -9.2% | -10.2% |
| 3M | -10.0% | +4.5% | -14.6% | -9.8% |
| 6M | -30.5% | +85.2% | -115.7% | -29.3% |
| YTD | -39.2% | +61.4% | -100.6% | -38.3% |
| 1Y | -75.5% | +94.9% | -170.4% | -75.0% |
| 3Y | +45.4% | 0.0% | +45.4% | +43.9% |
| All | -14.4% | -19.2% | +4.8% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling