-2.7%
SMCI vs CNC
+129.2%
-131.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.4% | +6.0% | +4.7% |
| 7D | +6.8% | +3.5% | +3.2% | +6.3% |
| 30D | +30.6% | +0.1% | +30.5% | +30.5% |
| 3M | -15.6% | +6.9% | -22.5% | -16.2% |
| 6M | +21.3% | +49.0% | -27.8% | +17.4% |
| YTD | +35.3% | +62.9% | -27.7% | +29.7% |
| 1Y | -2.7% | +134.0% | -136.7% | -10.0% |
| All | -2.7% | +129.2% | -131.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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