-2.7%
SMCI vs CL
+8.2%
-10.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.5% | +6.0% | +3.6% |
| 7D | +6.8% | -2.2% | +9.0% | +5.3% |
| 30D | +30.6% | -4.8% | +35.4% | +26.5% |
| 3M | -15.6% | +4.9% | -20.5% | -12.9% |
| 6M | +21.3% | -5.7% | +27.0% | +17.2% |
| YTD | +35.3% | +14.4% | +20.9% | +50.1% |
| 1Y | -2.7% | +8.7% | -11.5% | +7.9% |
| All | -2.7% | +8.2% | -10.9% | +7.9% |
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