-28.2%
SMCI vs CNH
+12.2%
-40.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.2% | -7.1% | -10.7% |
| 7D | -0.3% | +6.4% | -6.7% | -0.2% |
| 30D | -30.9% | -1.6% | -29.3% | -30.4% |
| 3M | -28.2% | +11.6% | -39.8% | -28.2% |
| All | -28.2% | +12.2% | -40.4% | -28.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling