-3.6%
SMR vs CP
+35.8%
-39.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +4.4% | -2.7% | +7.1% | +6.2% |
| 30D | +3.4% | +0.2% | +3.2% | +3.4% |
| 3M | -19.2% | +2.6% | -21.7% | -21.3% |
| 6M | -22.6% | +6.0% | -28.6% | -26.3% |
| YTD | -31.5% | +24.9% | -56.5% | -41.9% |
| 1Y | -73.1% | +20.1% | -93.2% | -76.5% |
| 3Y | +55.0% | +16.4% | +38.6% | +38.0% |
| All | -3.6% | +35.8% | -39.3% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling