+1,119.6%
SMCI vs CVE
+136.7%
+982.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -6.0% | -10.1% | +4.0% | -3.5% |
| 30D | -31.7% | -12.1% | -19.6% | -29.6% |
| 3M | -8.1% | -1.9% | -6.3% | -8.3% |
| 6M | -19.1% | -1.8% | -17.3% | -19.8% |
| YTD | -2.3% | +65.8% | -68.1% | -16.4% |
| 1Y | -28.1% | +60.8% | -88.9% | -38.0% |
| 3Y | +8.0% | +70.1% | -62.2% | -8.6% |
| 5Y | +537.8% | +134.8% | +403.1% | +395.0% |
| 10Y | +1,119.6% | +130.1% | +989.5% | +675.6% |
| All | +1,119.6% | +136.7% | +982.9% | +675.6% |
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