+1,061.7%
SMH vs CCEP
+2,111.7%
-1,050.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | +4.9% | +2.1% | +2.8% | +4.2% |
| 30D | -13.8% | +10.6% | -24.4% | -17.1% |
| 3M | -17.4% | +10.3% | -27.7% | -20.7% |
| 6M | -15.0% | +31.1% | -46.1% | -23.6% |
| YTD | +35.2% | +32.1% | +3.0% | +20.7% |
| 1Y | +41.6% | +32.8% | +8.8% | +26.1% |
| 3Y | +215.6% | +111.3% | +104.3% | +135.1% |
| 5Y | +233.2% | +147.5% | +85.7% | +133.9% |
| 10Y | +1,458.7% | +338.1% | +1,120.6% | +774.2% |
| All | +1,061.7% | +2,111.7% | -1,050.0% | +300.4% |
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