+44.6%
SMCI vs CRS
+612.2%
-567.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.1% | +8.4% | +7.8% |
| 7D | +1.3% | -6.8% | +8.0% | +4.7% |
| 30D | +6.6% | -16.1% | +22.7% | +16.0% |
| 3M | +25.4% | -21.2% | +46.6% | +40.4% |
| 6M | +26.1% | +8.7% | +17.5% | +22.1% |
| YTD | +37.0% | +41.0% | -4.0% | +18.0% |
| 1Y | -8.8% | +82.7% | -91.4% | -32.1% |
| 3Y | +44.6% | +604.8% | -560.2% | -24.1% |
| All | +44.6% | +612.2% | -567.6% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling