-53.7%
SMR vs CPB
-38.4%
-15.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -2.6% |
| 7D | -8.3% | -1.6% | -6.7% | -8.6% |
| 30D | -20.1% | +19.2% | -39.3% | -16.6% |
| 3M | -52.7% | -0.9% | -51.7% | -52.6% |
| 6M | -61.0% | +15.2% | -76.3% | -59.3% |
| YTD | -67.1% | -13.1% | -54.0% | -67.7% |
| 1Y | -79.9% | -22.4% | -57.4% | -80.7% |
| 3Y | +101.7% | -35.3% | +137.0% | +83.7% |
| All | -53.7% | -38.4% | -15.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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