-8.8%
SMCI vs CAG
-18.8%
+10.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.1% |
| 7D | +1.3% | -5.7% | +7.0% | -0.6% |
| 30D | +6.6% | -2.4% | +9.0% | +5.6% |
| 3M | +25.4% | +9.8% | +15.6% | +29.8% |
| 6M | +26.1% | -10.8% | +37.0% | +29.4% |
| YTD | +37.0% | -10.8% | +47.8% | +41.7% |
| 1Y | -8.8% | -19.0% | +10.2% | -2.3% |
| All | -8.8% | -18.8% | +10.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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