-53.7%
SMR vs CP
+39.8%
-93.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.0% |
| 7D | -8.3% | +2.1% | -10.4% | -9.4% |
| 30D | -20.1% | +9.3% | -29.4% | -24.7% |
| 3M | -52.7% | +0.5% | -53.2% | -53.0% |
| 6M | -61.0% | +10.4% | -71.5% | -64.0% |
| YTD | -67.1% | +28.7% | -95.8% | -72.7% |
| 1Y | -79.9% | +33.2% | -113.1% | -83.7% |
| 3Y | +101.7% | +38.4% | +63.3% | +68.4% |
| All | -53.7% | +39.8% | -93.5% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling