-2.7%
SMCI vs CAH
+65.8%
-68.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.2% |
| 7D | +6.8% | +5.4% | +1.4% | +10.3% |
| 30D | +30.6% | +3.3% | +27.3% | +33.4% |
| 3M | -15.6% | +22.8% | -38.4% | -4.6% |
| 6M | +21.3% | +11.3% | +10.0% | +32.9% |
| YTD | +35.3% | +21.1% | +14.1% | +54.2% |
| 1Y | -2.7% | +67.2% | -70.0% | +15.4% |
| All | -2.7% | +65.8% | -68.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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