+5.0%
SMCI vs CNP
+64.0%
-58.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -6.6% | +1.3% | -7.9% | -6.6% |
| 30D | -24.9% | +3.8% | -28.7% | -24.9% |
| 3M | -31.4% | +2.4% | -33.7% | -31.4% |
| 6M | -16.0% | -1.2% | -14.9% | -16.1% |
| YTD | -8.2% | +9.3% | -17.5% | -8.3% |
| 1Y | -23.4% | +6.4% | -29.9% | -23.4% |
| 3Y | +5.0% | +66.4% | -61.3% | -10.7% |
| All | +5.0% | +64.0% | -58.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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