-14.9%
SMCI vs CPB
-33.8%
+18.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.3% | +0.3% | -6.1% |
| 7D | -1.3% | -5.4% | +4.1% | -4.0% |
| 30D | +18.3% | -7.8% | +26.1% | +13.8% |
| 3M | +27.7% | -6.9% | +34.6% | +26.2% |
| 6M | +17.6% | -12.2% | +29.8% | +16.8% |
| YTD | +27.7% | -21.1% | +48.8% | +25.3% |
| All | -14.9% | -33.8% | +18.9% | -16.0% |
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