-37.6%
SMCI vs CLS
-28.7%
-8.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -9.1% | +3.3% | -1.1% |
| 7D | -17.3% | -21.1% | +3.8% | -6.7% |
| 30D | -31.5% | -38.2% | +6.8% | -13.1% |
| 3M | -6.6% | -36.3% | +29.7% | +15.5% |
| 6M | +6.0% | -43.8% | +49.8% | +37.2% |
| YTD | +1.1% | -20.0% | +21.2% | +11.3% |
| 1Y | -37.6% | -29.6% | -8.0% | -29.7% |
| All | -37.6% | -28.7% | -8.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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