+2,735.7%
SMCI vs CVE
+63.1%
+2,672.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -11.5% | -10.0% | -1.5% | -8.7% |
| 30D | -33.6% | -11.9% | -21.8% | -31.3% |
| 3M | -11.7% | -5.9% | -5.7% | -10.7% |
| 6M | -21.4% | -1.6% | -19.9% | -22.3% |
| YTD | -5.1% | +66.3% | -71.3% | -20.8% |
| 1Y | -30.9% | +57.5% | -88.4% | -41.4% |
| 3Y | +4.5% | +65.4% | -61.0% | -13.0% |
| 5Y | +534.2% | +144.2% | +390.0% | +359.2% |
| 10Y | +1,062.8% | +135.5% | +927.3% | +601.4% |
| All | +2,735.7% | +63.1% | +2,672.6% | +1,686.8% |
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