+34.8%
SMCI vs CRL
+36.0%
-1.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.1% |
| 7D | -1.3% | -6.9% | +5.6% | +1.9% |
| 30D | +18.3% | -3.2% | +21.5% | +19.8% |
| 3M | +27.7% | +46.5% | -18.8% | +3.9% |
| 6M | +17.6% | +63.1% | -45.5% | -10.0% |
| YTD | +27.7% | +36.9% | -9.1% | +6.4% |
| 1Y | -14.9% | +78.1% | -93.0% | -38.2% |
| All | +34.8% | +36.0% | -1.2% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling