-45.9%
SMR vs CP
+39.7%
-85.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.1% | +5.9% |
| 7D | +1.7% | +2.8% | -1.1% | -0.2% |
| 30D | -24.4% | +11.3% | -35.8% | -29.7% |
| 3M | -44.6% | +2.9% | -47.5% | -45.8% |
| 6M | -56.7% | +9.8% | -66.4% | -59.8% |
| YTD | -61.6% | +28.5% | -90.1% | -68.1% |
| 1Y | -82.1% | +33.5% | -115.6% | -85.5% |
| 3Y | +161.5% | +31.9% | +129.6% | +121.6% |
| All | -45.9% | +39.7% | -85.6% | -55.4% |
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