+44.6%
SMCI vs CNI
+19.7%
+24.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.9% | +6.4% | +6.6% |
| 7D | +1.3% | -0.4% | +1.7% | +1.6% |
| 30D | +6.6% | -2.7% | +9.3% | +8.9% |
| 3M | +25.4% | +3.9% | +21.5% | +21.0% |
| 6M | +26.1% | +16.4% | +9.8% | +11.8% |
| YTD | +37.0% | +25.8% | +11.2% | +14.2% |
| 1Y | -8.8% | +32.4% | -41.2% | -27.2% |
| 3Y | +44.6% | +19.1% | +25.5% | +29.3% |
| All | +44.6% | +19.7% | +24.9% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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