-8.8%
SMCI vs CLS
+37.8%
-46.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.6% | +0.7% | +4.2% |
| 7D | +1.3% | +10.9% | -9.7% | -3.6% |
| 30D | +6.6% | +2.1% | +4.5% | +5.0% |
| 3M | +25.4% | -10.2% | +35.6% | +29.6% |
| 6M | +26.1% | +30.4% | -4.2% | +14.1% |
| YTD | +37.0% | +17.2% | +19.8% | +25.1% |
| 1Y | -8.8% | +41.0% | -49.8% | -23.4% |
| All | -8.8% | +37.8% | -46.6% | -23.4% |
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