-37.6%
SMCI vs CRS
-3.8%
-33.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.1% | -4.9% |
| 7D | -17.3% | +4.3% | -21.7% | -19.3% |
| 30D | -31.5% | -25.5% | -6.0% | -21.2% |
| 3M | -6.6% | -48.7% | +42.1% | +33.2% |
| 6M | +6.0% | -31.6% | +37.6% | +29.4% |
| YTD | +1.1% | -7.0% | +8.2% | +11.5% |
| 1Y | -37.6% | -4.5% | -33.1% | -31.2% |
| All | -37.6% | -3.8% | -33.8% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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