-2.7%
SMCI vs CRL
+78.8%
-81.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.7% | +6.2% | +5.1% |
| 7D | +6.8% | -1.0% | +7.8% | +7.1% |
| 30D | +30.6% | +10.7% | +19.9% | +25.4% |
| 3M | -15.6% | +55.3% | -70.9% | -31.1% |
| 6M | +21.3% | +60.7% | -39.4% | -4.4% |
| YTD | +35.3% | +44.6% | -9.4% | +11.1% |
| 1Y | -2.7% | +77.7% | -80.5% | -27.4% |
| All | -2.7% | +78.8% | -81.6% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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