+34.8%
SMCI vs CTAS
+64.7%
-29.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -1.3% | -1.3% | 0.0% | -1.0% |
| 30D | +18.3% | -3.1% | +21.4% | +19.0% |
| 3M | +27.7% | +10.3% | +17.4% | +22.1% |
| 6M | +17.6% | +1.6% | +15.9% | +16.4% |
| YTD | +27.7% | +6.3% | +21.4% | +23.9% |
| 1Y | -14.9% | -0.5% | -14.4% | -15.1% |
| All | +34.8% | +64.7% | -29.9% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling