+1,777.4%
SMCI vs CTVA
+210.9%
+1,566.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -1.3% | -4.7% | +3.4% | +0.7% |
| 30D | +18.3% | +11.1% | +7.2% | +12.7% |
| 3M | +27.7% | +13.7% | +14.0% | +18.9% |
| 6M | +17.6% | +11.2% | +6.4% | +10.4% |
| YTD | +27.7% | +26.9% | +0.8% | +12.7% |
| 1Y | -14.9% | +18.8% | -33.7% | -23.4% |
| 3Y | +33.2% | +75.9% | -42.8% | -2.9% |
| 5Y | +921.6% | +105.2% | +816.4% | +586.1% |
| All | +1,777.4% | +210.9% | +1,566.6% | +862.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling