+40.4%
SMCI vs CMS
+34.5%
+5.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.7% |
| 7D | +5.2% | +0.2% | +5.1% | +5.3% |
| 30D | +23.7% | -1.3% | +25.0% | +23.1% |
| 3M | -4.2% | -5.4% | +1.2% | -6.1% |
| 6M | +21.7% | -10.3% | +32.1% | +17.2% |
| YTD | +33.0% | -0.2% | +33.2% | +35.4% |
| 1Y | -9.3% | -0.9% | -8.4% | -7.5% |
| All | +40.4% | +34.5% | +5.8% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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