-75.5%
SMR vs CTAS
+1.1%
-76.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.5% | -17.2% | -14.6% |
| 7D | -11.2% | +0.5% | -11.8% | -10.7% |
| 30D | -10.2% | -0.7% | -9.5% | -10.4% |
| 3M | -10.0% | +11.1% | -21.1% | -3.9% |
| 6M | -30.5% | +2.1% | -32.6% | -29.3% |
| YTD | -39.2% | +8.0% | -47.2% | -34.6% |
| 1Y | -75.5% | -0.5% | -75.0% | -76.3% |
| All | -75.5% | +1.1% | -76.6% | -76.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling