+1,253.2%
SMH vs CCEP
+1,872.7%
-619.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.7% |
| 7D | +2.5% | -3.1% | +5.6% | +3.5% |
| 30D | -0.5% | -2.6% | +2.1% | +0.2% |
| 3M | -9.6% | +14.9% | -24.6% | -14.6% |
| 6M | +42.1% | +2.3% | +39.8% | +39.7% |
| YTD | +57.4% | +17.8% | +39.6% | +47.1% |
| 1Y | +96.2% | +24.2% | +72.0% | +79.2% |
| 3Y | +267.9% | +84.7% | +183.2% | +188.4% |
| 5Y | +327.7% | +103.2% | +224.5% | +222.2% |
| 10Y | +1,764.6% | +257.4% | +1,507.3% | +1,023.5% |
| All | +1,253.2% | +1,872.7% | -619.5% | +387.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling