-8.8%
SMCI vs CTVA
+18.2%
-27.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.2% |
| 7D | +1.3% | -4.5% | +5.8% | +0.6% |
| 30D | +6.6% | +11.3% | -4.7% | +8.0% |
| 3M | +25.4% | +12.3% | +13.1% | +26.2% |
| 6M | +26.1% | +7.2% | +19.0% | +25.2% |
| YTD | +37.0% | +26.0% | +11.0% | +42.7% |
| 1Y | -8.8% | +16.0% | -24.8% | -8.2% |
| All | -8.8% | +18.2% | -27.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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