-53.7%
SMR vs CTAS
+152.5%
-206.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -8.3% | +2.0% | -10.2% | -8.8% |
| 30D | -20.1% | +8.7% | -28.8% | -22.6% |
| 3M | -52.7% | +13.3% | -66.0% | -55.0% |
| 6M | -61.0% | +39.4% | -100.4% | -67.4% |
| YTD | -67.1% | +21.5% | -88.6% | -70.4% |
| 1Y | -79.9% | +21.9% | -101.8% | -81.9% |
| 3Y | +101.7% | +73.6% | +28.1% | +52.9% |
| All | -53.7% | +152.5% | -206.2% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling