+338.0%
SMH vs CCEP
+105.2%
+232.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.0% |
| 7D | +4.3% | -3.7% | +8.0% | +5.6% |
| 30D | +0.9% | -2.1% | +2.9% | +1.4% |
| 3M | -2.8% | +7.2% | -10.0% | -6.3% |
| 6M | +45.6% | +3.3% | +42.3% | +42.2% |
| YTD | +59.5% | +15.7% | +43.8% | +48.0% |
| 1Y | +93.4% | +16.6% | +76.9% | +77.9% |
| 3Y | +287.1% | +84.3% | +202.8% | +167.5% |
| 5Y | +338.0% | +109.0% | +229.0% | +178.3% |
| All | +338.0% | +105.2% | +232.8% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 5y: compounded portfolio wealth divided by compounded CCEP 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…
5y analysis · Full analysis span regression · 6 months rolling