-2.7%
SMCI vs CVE
+99.6%
-102.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.9% | +4.6% |
| 7D | +6.8% | +2.5% | +4.3% | +6.6% |
| 30D | +30.6% | +16.7% | +13.8% | +28.8% |
| 3M | -15.6% | +9.3% | -24.9% | -16.6% |
| 6M | +21.3% | +43.6% | -22.3% | +7.5% |
| YTD | +35.3% | +93.6% | -58.3% | +7.9% |
| 1Y | -2.7% | +98.8% | -101.5% | -19.3% |
| All | -2.7% | +99.6% | -102.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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