-69.4%
SMR vs CPB
-30.8%
-38.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.1% |
| 7D | +13.1% | -8.0% | +21.1% | +8.9% |
| 30D | +17.8% | -2.4% | +20.2% | +16.4% |
| 3M | +8.1% | +0.5% | +7.6% | +9.6% |
| 6M | -11.1% | -10.5% | -0.6% | -19.5% |
| YTD | -23.7% | -17.5% | -6.2% | -34.5% |
| 1Y | -69.4% | -31.0% | -38.4% | -76.0% |
| All | -69.4% | -30.8% | -38.6% | -76.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling