+1,789.8%
SMH vs CCL
-42.0%
+1,831.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.2% |
| 7D | +1.4% | -4.3% | +5.7% | +2.5% |
| 30D | -2.2% | -19.0% | +16.8% | +3.1% |
| 3M | -1.9% | -13.1% | +11.2% | +1.4% |
| 6M | +41.0% | -13.3% | +54.3% | +45.0% |
| YTD | +55.6% | -25.2% | +80.8% | +65.3% |
| 1Y | +86.8% | -27.2% | +114.0% | +98.7% |
| 3Y | +277.7% | +49.2% | +228.4% | +228.4% |
| 5Y | +324.2% | +0.4% | +323.8% | +275.3% |
| All | +1,789.8% | -42.0% | +1,831.8% | +1,874.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling