+55.8%
SMR vs CP
+26.5%
+29.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.7% | +17.9% | +17.6% |
| 7D | -9.6% | +2.8% | -12.4% | -12.1% |
| 30D | -33.8% | +10.2% | -44.0% | -39.7% |
| 3M | -46.4% | +2.4% | -48.7% | -47.8% |
| 6M | -62.4% | +7.7% | -70.1% | -65.8% |
| YTD | -64.1% | +26.0% | -90.1% | -72.5% |
| 1Y | -84.3% | +34.6% | -119.0% | -88.9% |
| 3Y | +55.8% | +26.7% | +29.1% | +10.9% |
| All | +55.8% | +26.5% | +29.3% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling