+1,776.0%
SMCI vs CVE
+170.0%
+1,606.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.1% |
| 7D | +9.7% | +0.2% | +9.5% | +9.6% |
| 30D | +29.3% | +17.5% | +11.8% | +24.0% |
| 3M | -8.5% | +16.2% | -24.7% | -12.4% |
| 6M | +28.6% | +47.8% | -19.2% | +14.5% |
| YTD | +37.5% | +98.5% | -60.9% | +13.2% |
| 1Y | +0.5% | +109.8% | -109.2% | -18.6% |
| 3Y | +43.4% | +75.5% | -32.0% | +20.2% |
| 5Y | +1,008.2% | +341.6% | +666.6% | +657.0% |
| 10Y | +1,776.0% | +159.8% | +1,616.3% | +1,003.5% |
| All | +1,776.0% | +170.0% | +1,606.0% | +1,003.5% |
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