+3,939.8%
SMCI vs CVE
+89.9%
+3,849.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.3% | +5.9% | +4.9% |
| 7D | +6.8% | +2.5% | +4.3% | +5.9% |
| 30D | +30.6% | +16.7% | +13.8% | +24.5% |
| 3M | -15.6% | +9.3% | -24.9% | -18.2% |
| 6M | +21.3% | +43.6% | -22.3% | +6.7% |
| YTD | +35.3% | +93.6% | -58.3% | +8.5% |
| 1Y | -2.7% | +98.8% | -101.5% | -22.8% |
| 3Y | +40.3% | +73.6% | -33.3% | +15.1% |
| 5Y | +941.8% | +312.5% | +629.4% | +553.9% |
| 10Y | +1,687.4% | +161.0% | +1,526.3% | +949.3% |
| All | +3,939.8% | +89.9% | +3,849.9% | +2,346.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling