+13.9%
SMCI vs CVE
+53.7%
-39.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.6% | +6.8% | +6.5% |
| 7D | -12.7% | -16.1% | +3.4% | -5.7% |
| 30D | -36.0% | -10.4% | -25.6% | -33.2% |
| 3M | -2.1% | -2.4% | +0.3% | -2.9% |
| 6M | -17.0% | -4.4% | -12.6% | -18.1% |
| YTD | -1.7% | +64.9% | -66.7% | -33.4% |
| 1Y | -28.7% | +66.0% | -94.7% | -52.0% |
| 3Y | +13.9% | +57.7% | -43.8% | -30.1% |
| All | +13.9% | +53.7% | -39.9% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling