-3.6%
SMR vs CPB
-42.9%
+39.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -1.3% |
| 7D | +4.4% | -8.6% | +13.0% | +2.3% |
| 30D | +3.4% | -7.2% | +10.7% | +1.5% |
| 3M | -19.2% | +0.9% | -20.1% | -18.4% |
| 6M | -22.6% | -11.8% | -10.8% | -24.5% |
| YTD | -31.5% | -19.4% | -12.1% | -34.3% |
| 1Y | -73.1% | -30.4% | -42.7% | -74.7% |
| 3Y | +55.0% | -40.2% | +95.1% | +38.0% |
| All | -3.6% | -42.9% | +39.3% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling