-37.6%
SMCI vs CL
+33.4%
-71.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.3% | -9.0% | -3.0% |
| 7D | -17.3% | +7.7% | -25.1% | -12.0% |
| 30D | -31.5% | +15.2% | -46.7% | -23.0% |
| 3M | -6.6% | +7.3% | -13.9% | +0.6% |
| 6M | +6.0% | +17.0% | -11.0% | +19.8% |
| YTD | +1.1% | +28.0% | -26.9% | +18.9% |
| 1Y | -37.6% | +32.1% | -69.7% | -24.6% |
| All | -37.6% | +33.4% | -71.0% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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