-80.4%
SMR vs CPB
-23.3%
-57.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | -0.2% |
| 7D | +1.9% | -4.1% | +6.0% | +0.7% |
| 30D | -21.9% | +16.9% | -38.9% | -18.1% |
| 3M | -47.1% | -0.6% | -46.6% | -47.2% |
| 6M | -60.6% | +11.4% | -72.0% | -58.4% |
| YTD | -63.1% | -14.8% | -48.3% | -67.5% |
| 1Y | -80.4% | -24.8% | -55.7% | -84.3% |
| All | -80.4% | -23.3% | -57.2% | -84.3% |
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