+72.2%
SMTC vs CAI
+12.6%
+59.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.1% | -14.0% | -13.1% |
| 7D | -24.5% | -6.3% | -18.2% | -23.6% |
| 30D | -42.5% | +9.3% | -51.8% | -43.3% |
| 3M | -14.1% | +106.3% | -120.4% | -28.5% |
| 6M | +3.6% | +77.7% | -74.1% | -12.1% |
| YTD | +50.6% | +23.1% | +27.4% | +32.1% |
| 1Y | +72.2% | +6.5% | +65.7% | +50.3% |
| All | +72.2% | +12.6% | +59.7% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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