+1.5%
SMR vs CPB
-44.1%
+45.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -6.5% |
| 7D | +4.7% | -5.4% | +10.1% | +3.4% |
| 30D | +3.2% | -7.8% | +11.1% | +1.3% |
| 3M | +9.9% | -6.9% | +16.8% | +8.6% |
| 6M | -15.1% | -12.2% | -2.9% | -17.3% |
| YTD | -27.9% | -21.1% | -6.9% | -31.2% |
| 1Y | -70.2% | -33.5% | -36.7% | -72.3% |
| 3Y | +72.5% | -43.2% | +115.6% | +53.2% |
| All | +1.5% | -44.1% | +45.6% | -6.2% |
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