+5.0%
SMCI vs CSGP
-60.9%
+66.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.6% |
| 7D | -6.6% | +1.3% | -7.9% | -6.6% |
| 30D | -24.9% | +2.8% | -27.7% | -25.4% |
| 3M | -31.4% | -6.3% | -25.1% | -31.2% |
| 6M | -16.0% | -3.2% | -12.9% | -16.7% |
| YTD | -8.2% | -54.0% | +45.8% | +18.9% |
| 1Y | -23.4% | -54.8% | +31.4% | -0.1% |
| 3Y | +5.0% | -60.6% | +65.6% | +32.9% |
| All | +5.0% | -60.9% | +66.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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