-37.6%
SMCI vs CPB
-18.4%
-19.1%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +5.9% | -11.6% | -2.1% |
| 7D | -17.3% | +13.0% | -30.3% | -10.7% |
| 30D | -31.5% | +20.5% | -52.0% | -22.7% |
| 3M | -6.6% | +2.2% | -8.8% | -3.1% |
| 6M | +6.0% | +15.4% | -9.4% | +16.4% |
| YTD | +1.1% | -12.3% | +13.5% | +8.0% |
| 1Y | -37.6% | -18.0% | -19.6% | -33.7% |
| All | -37.6% | -18.4% | -19.1% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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