-2.7%
SMCI vs CAI
-31.3%
+28.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +4.7% |
| 7D | +6.8% | -2.2% | +9.0% | +7.1% |
| 30D | +30.6% | +52.4% | -21.8% | +22.7% |
| 3M | -15.6% | +45.1% | -60.7% | -20.4% |
| 6M | +21.3% | +26.2% | -5.0% | +14.8% |
| YTD | +35.3% | -7.1% | +42.3% | +32.6% |
| 1Y | -2.7% | -31.0% | +28.3% | +4.5% |
| All | -2.7% | -31.3% | +28.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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