-37.6%
SMCI vs CRL
+85.3%
-122.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -7.3% | +1.6% | -2.5% |
| 7D | -17.3% | -12.8% | -4.6% | -12.3% |
| 30D | -31.5% | +5.0% | -36.5% | -32.5% |
| 3M | -6.6% | +39.4% | -46.0% | -18.4% |
| 6M | +6.0% | +89.4% | -83.3% | -23.2% |
| YTD | +1.1% | +63.6% | -62.4% | -22.3% |
| 1Y | -37.6% | +83.5% | -121.0% | -56.1% |
| All | -37.6% | +85.3% | -122.9% | -56.1% |
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