-3.6%
SMR vs CTAS
+123.2%
-126.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.4% | -1.8% | +6.2% | +5.1% |
| 30D | +3.4% | -0.2% | +3.6% | +3.4% |
| 3M | -19.2% | +11.7% | -30.9% | -24.7% |
| 6M | -22.6% | +0.7% | -23.4% | -23.8% |
| YTD | -31.5% | +7.4% | -39.0% | -35.2% |
| 1Y | -73.1% | -2.1% | -71.0% | -73.2% |
| 3Y | +55.0% | +62.9% | -8.0% | +20.6% |
| All | -3.6% | +123.2% | -126.8% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling