-67.1%
SMR vs CP
+19.5%
-86.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.5% | +15.8% | +15.5% |
| 7D | +21.4% | +2.4% | +19.0% | +20.1% |
| 30D | +13.8% | -0.5% | +14.4% | +14.1% |
| 3M | +3.9% | +1.4% | +2.5% | +2.4% |
| 6M | -4.2% | +10.3% | -14.5% | -10.9% |
| YTD | -21.1% | +24.3% | -45.4% | -29.7% |
| 1Y | -67.1% | +20.4% | -87.5% | -69.1% |
| All | -67.1% | +19.5% | -86.6% | -69.1% |
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