-2.7%
SMCI vs CPB
-32.6%
+29.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.4% | +7.9% | +2.8% |
| 7D | +6.8% | -8.6% | +15.4% | +2.1% |
| 30D | +30.6% | -7.2% | +37.8% | +25.8% |
| 3M | -15.6% | +0.9% | -16.5% | -13.8% |
| 6M | +21.3% | -11.8% | +33.1% | +21.3% |
| YTD | +35.3% | -19.4% | +54.7% | +34.0% |
| 1Y | -2.7% | -30.4% | +27.7% | -4.1% |
| All | -2.7% | -32.6% | +29.9% | -4.1% |
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