-45.9%
SMR vs CPB
-38.2%
-7.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.3% | +6.8% |
| 7D | +1.7% | +3.3% | -1.6% | +2.6% |
| 30D | -24.4% | +19.0% | -43.4% | -21.2% |
| 3M | -44.6% | +0.4% | -45.0% | -44.4% |
| 6M | -56.7% | +13.0% | -69.6% | -54.9% |
| YTD | -61.6% | -12.7% | -48.9% | -62.3% |
| 1Y | -82.1% | -20.9% | -61.2% | -82.7% |
| 3Y | +161.5% | -35.4% | +196.9% | +138.6% |
| All | -45.9% | -38.2% | -7.7% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling