-85.6%
SMR vs CP
+35.2%
-120.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.5% | -8.0% | -5.5% |
| 7D | -9.5% | +5.6% | -15.1% | -11.1% |
| 30D | -33.2% | +10.0% | -43.2% | -35.4% |
| 3M | -45.9% | +4.4% | -50.3% | -46.6% |
| 6M | -57.9% | +14.1% | -71.9% | -60.8% |
| YTD | -63.8% | +29.1% | -92.8% | -67.6% |
| 1Y | -85.6% | +34.6% | -120.2% | -87.8% |
| All | -85.6% | +35.2% | -120.8% | -87.8% |
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