-80.9%
SMR vs CP
+33.1%
-114.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.0% | +5.1% | +6.5% |
| 7D | +1.7% | +2.8% | -1.1% | +0.8% |
| 30D | -24.4% | +11.3% | -35.8% | -27.2% |
| 3M | -44.6% | +2.9% | -47.5% | -45.0% |
| 6M | -56.7% | +9.8% | -66.4% | -58.8% |
| YTD | -61.6% | +28.5% | -90.1% | -65.3% |
| All | -80.9% | +33.1% | -114.0% | -83.5% |
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