+4,167.1%
SMCI vs CRS
+916.4%
+3,250.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -3.1% |
| 7D | -1.3% | -4.1% | +2.8% | +0.3% |
| 30D | +18.3% | -16.6% | +34.9% | +26.7% |
| 3M | +27.7% | -14.3% | +42.0% | +35.5% |
| 6M | +17.6% | +11.6% | +6.0% | +13.5% |
| YTD | +27.7% | +42.6% | -14.9% | +11.9% |
| 1Y | -14.9% | +81.8% | -96.7% | -33.6% |
| 3Y | +33.2% | +632.1% | -598.9% | -38.6% |
| 5Y | +921.6% | +1,401.6% | -480.1% | +245.0% |
| 10Y | +1,672.4% | +1,379.0% | +293.4% | +401.2% |
| All | +4,167.1% | +916.4% | +3,250.7% | +853.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling