-52.1%
SMR vs CTAS
+153.3%
-205.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -8.0% | -7.9% |
| 7D | +10.3% | +0.5% | +9.8% | +10.0% |
| 30D | -25.7% | +10.2% | -36.0% | -28.5% |
| 3M | -49.7% | +12.1% | -61.8% | -52.0% |
| 6M | -59.8% | +38.3% | -98.1% | -66.2% |
| YTD | -66.0% | +21.9% | -87.9% | -69.4% |
| 1Y | -81.4% | +24.0% | -105.5% | -83.5% |
| 3Y | +130.6% | +75.1% | +55.5% | +74.3% |
| All | -52.1% | +153.3% | -205.4% | -67.5% |
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