+34.8%
SMCI vs CAG
-39.3%
+74.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -5.6% |
| 7D | -1.3% | -5.9% | +4.6% | -4.8% |
| 30D | +18.3% | -1.5% | +19.8% | +17.3% |
| 3M | +27.7% | +11.5% | +16.3% | +38.5% |
| 6M | +17.6% | -15.7% | +33.3% | +8.5% |
| YTD | +27.7% | -10.2% | +37.9% | +24.0% |
| 1Y | -14.9% | -18.1% | +3.2% | -23.0% |
| All | +34.8% | -39.3% | +74.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling