+950.2%
SMCI vs CVE
+147.6%
+802.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +1.7% | -13.0% | -11.7% |
| 7D | -0.3% | +4.6% | -5.0% | -1.5% |
| 30D | -30.9% | -12.0% | -18.9% | -28.8% |
| 3M | -28.2% | -3.8% | -24.5% | -28.0% |
| 6M | -17.7% | -2.7% | -15.0% | -18.1% |
| YTD | -7.8% | +73.6% | -81.4% | -22.0% |
| 1Y | -28.8% | +62.0% | -90.8% | -38.7% |
| 3Y | +1.5% | +72.7% | -71.3% | -14.6% |
| 5Y | +517.8% | +153.9% | +363.8% | +370.6% |
| All | +950.2% | +147.6% | +802.5% | +558.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling