+40.4%
SMCI vs CLS
+1,307.0%
-1,266.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -4.0% |
| 7D | +5.2% | +20.1% | -14.9% | -6.6% |
| 30D | +23.7% | +6.0% | +17.7% | +18.7% |
| 3M | -4.2% | -10.3% | +6.1% | +0.3% |
| 6M | +21.7% | +24.5% | -2.8% | +2.6% |
| YTD | +33.0% | +12.9% | +20.2% | +13.9% |
| 1Y | -9.3% | +36.7% | -46.0% | -36.3% |
| All | +40.4% | +1,307.0% | -1,266.6% | -91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling