-73.1%
SMR vs CP
+19.9%
-93.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +4.4% | -2.7% | +7.1% | +5.6% |
| 30D | +3.4% | +0.2% | +3.2% | +3.4% |
| 3M | -19.2% | +2.6% | -21.7% | -20.9% |
| 6M | -22.6% | +6.0% | -28.6% | -26.5% |
| YTD | -31.5% | +24.9% | -56.5% | -39.2% |
| 1Y | -73.1% | +20.1% | -93.2% | -74.6% |
| All | -73.1% | +19.9% | -93.0% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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