+4,344.1%
SMCI vs CAH
+628.6%
+3,715.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +5.2% | -2.2% | +7.5% | +6.0% |
| 30D | +23.7% | +1.2% | +22.6% | +22.9% |
| 3M | -4.2% | +13.1% | -17.3% | -9.5% |
| 6M | +21.7% | +8.5% | +13.3% | +16.2% |
| YTD | +33.0% | +17.6% | +15.4% | +21.4% |
| 1Y | -9.3% | +60.7% | -70.0% | -28.3% |
| 3Y | +38.7% | +183.2% | -144.5% | -17.4% |
| 5Y | +967.2% | +402.2% | +565.0% | +373.5% |
| 10Y | +1,745.9% | +302.3% | +1,443.6% | +723.4% |
| All | +4,344.1% | +628.6% | +3,715.5% | +1,013.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling