+88.9%
SMR vs CPB
-40.5%
+129.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.8% | +13.5% | +15.8% |
| 7D | +21.4% | -8.2% | +29.6% | +17.9% |
| 30D | +13.8% | -5.6% | +19.4% | +11.4% |
| 3M | +3.9% | +3.0% | +0.9% | +6.0% |
| 6M | -4.2% | -12.7% | +8.5% | -8.7% |
| YTD | -21.1% | -18.0% | -3.1% | -25.8% |
| 1Y | -67.1% | -31.7% | -35.3% | -70.5% |
| 3Y | +88.9% | -41.0% | +129.8% | +59.0% |
| All | +88.9% | -40.5% | +129.4% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling