+4,495.9%
SMCI vs CRL
+505.3%
+3,990.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.4% | +2.9% |
| 7D | +9.7% | -0.6% | +10.2% | +9.8% |
| 30D | +29.3% | +5.0% | +24.4% | +26.1% |
| 3M | -8.5% | +50.6% | -59.1% | -26.0% |
| 6M | +28.6% | +60.9% | -32.3% | -0.1% |
| YTD | +37.5% | +40.7% | -3.2% | +13.8% |
| 1Y | +0.5% | +73.3% | -72.8% | -25.2% |
| 3Y | +43.4% | +40.6% | +2.9% | +12.8% |
| 5Y | +1,008.2% | -37.0% | +1,045.2% | +1,093.9% |
| 10Y | +1,776.0% | +244.3% | +1,531.8% | +733.8% |
| All | +4,495.9% | +505.3% | +3,990.5% | +1,148.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling