-9.8%
SMCI vs CAI
-9.9%
0.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.2% | +6.0% | +7.1% |
| 7D | +1.3% | -2.9% | +4.2% | +1.7% |
| 30D | +6.6% | +9.3% | -2.7% | +5.6% |
| 3M | +25.4% | +35.2% | -9.8% | +19.9% |
| 6M | +26.1% | +30.7% | -4.6% | +19.2% |
| YTD | +37.0% | -9.8% | +46.8% | +35.2% |
| 1Y | -8.8% | -28.9% | +20.1% | -7.6% |
| All | -9.8% | -9.9% | 0.0% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling