-9.6%
SMTC vs CRL
+101.4%
-111.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -4.4% |
| 7D | +30.5% | +8.9% | +21.6% | +26.6% |
| 30D | -30.9% | +14.0% | -44.8% | -30.5% |
| 3M | -14.7% | +19.8% | -34.5% | -14.8% |
| 6M | -9.6% | +102.0% | -111.6% | -12.1% |
| All | -9.6% | +101.4% | -111.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 6mo: compounded portfolio wealth divided by compounded CRL 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…
6mo analysis · Full analysis span regression · 6 months rolling