+1,770.3%
SMCI vs CPB
-45.3%
+1,815.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +7.0% | +7.3% |
| 7D | +1.3% | -1.8% | +3.1% | +1.1% |
| 30D | +6.6% | -7.1% | +13.7% | +5.8% |
| 3M | +25.4% | -6.0% | +31.5% | +25.1% |
| 6M | +26.1% | -5.3% | +31.4% | +26.3% |
| YTD | +37.0% | -20.8% | +57.8% | +35.9% |
| 1Y | -8.8% | -33.8% | +25.1% | -10.3% |
| 3Y | +44.6% | -43.7% | +88.3% | +40.5% |
| 5Y | +995.9% | -40.7% | +1,036.6% | +936.2% |
| All | +1,770.3% | -45.3% | +1,815.6% | +1,681.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling