-2.7%
SMCI vs CTAS
-1.7%
-1.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.5% |
| 7D | +6.8% | -1.8% | +8.6% | +6.2% |
| 30D | +30.6% | -0.2% | +30.8% | +30.4% |
| 3M | -15.6% | +11.7% | -27.3% | -15.2% |
| 6M | +21.3% | +0.7% | +20.5% | +22.5% |
| YTD | +35.3% | +7.4% | +27.9% | +38.2% |
| 1Y | -2.7% | -2.1% | -0.6% | -0.3% |
| All | -2.7% | -1.7% | -1.0% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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