-12.5%
SMCI vs CAI
-11.0%
-1.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -2.9% |
| 7D | +5.2% | -3.1% | +8.3% | +5.7% |
| 30D | +23.7% | +2.7% | +21.1% | +23.4% |
| 3M | -4.2% | +41.7% | -45.9% | -9.4% |
| 6M | +21.7% | +26.5% | -4.7% | +15.6% |
| YTD | +33.0% | -10.9% | +43.9% | +31.5% |
| 1Y | -9.3% | -29.2% | +19.9% | -8.1% |
| All | -12.5% | -11.0% | -1.5% | -14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling