+88.9%
SMR vs CTAS
+66.4%
+22.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | 0.0% | +15.2% | +15.3% |
| 7D | +21.4% | 0.0% | +21.4% | +21.4% |
| 30D | +13.8% | -1.0% | +14.8% | +14.2% |
| 3M | +3.9% | +15.8% | -11.9% | -7.0% |
| 6M | -4.2% | -1.0% | -3.2% | -3.9% |
| YTD | -21.1% | +7.4% | -28.5% | -26.2% |
| 1Y | -67.1% | -0.1% | -66.9% | -67.5% |
| All | +88.9% | +66.4% | +22.4% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling