+21.7%
SMCI vs CAG
-17.4%
+39.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.7% |
| 7D | +5.2% | -6.6% | +11.8% | +2.1% |
| 30D | +23.7% | +2.3% | +21.4% | +24.6% |
| 3M | -4.2% | +16.3% | -20.5% | +2.6% |
| 6M | +21.7% | -16.0% | +37.8% | +45.7% |
| All | +21.7% | -17.4% | +39.1% | +45.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling