-8.8%
SMCI vs CTAS
+1.1%
-9.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.7% | +7.7% |
| 7D | +1.3% | +0.5% | +0.8% | +1.4% |
| 30D | +6.6% | -0.7% | +7.4% | +6.4% |
| 3M | +25.4% | +11.1% | +14.4% | +25.8% |
| 6M | +26.1% | +2.1% | +24.0% | +27.7% |
| YTD | +37.0% | +8.0% | +29.0% | +40.1% |
| 1Y | -8.8% | -0.5% | -8.3% | -4.6% |
| All | -8.8% | +1.1% | -9.8% | -4.6% |
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