-2.7%
SMCI vs CNH
+29.2%
-32.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +2.4% |
| 7D | +6.8% | +23.3% | -16.5% | -4.9% |
| 30D | +30.6% | +33.5% | -2.9% | +10.3% |
| 3M | -15.6% | +32.7% | -48.3% | -28.0% |
| 6M | +21.3% | +22.2% | -0.9% | +4.1% |
| YTD | +35.3% | +57.7% | -22.4% | +13.7% |
| 1Y | -2.7% | +28.0% | -30.7% | -24.2% |
| All | -2.7% | +29.2% | -32.0% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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