+40.4%
SMCI vs CFG
+182.2%
-141.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | +5.2% | -0.6% | +5.8% | +5.5% |
| 30D | +23.7% | -4.5% | +28.3% | +26.3% |
| 3M | -4.2% | +6.3% | -10.5% | -6.9% |
| 6M | +21.7% | +20.6% | +1.1% | +12.3% |
| YTD | +33.0% | +21.2% | +11.8% | +23.1% |
| 1Y | -9.3% | +38.2% | -47.5% | -20.1% |
| All | +40.4% | +182.2% | -141.8% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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