+286.7%
SMH vs CCL
+55.0%
+231.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.6% |
| 7D | +5.2% | -0.1% | +5.4% | +5.3% |
| 30D | -1.5% | -20.0% | +18.4% | +6.3% |
| 3M | -4.1% | -13.7% | +9.6% | +0.5% |
| 6M | +50.8% | -9.0% | +59.8% | +53.6% |
| YTD | +59.3% | -22.8% | +82.1% | +70.7% |
| 1Y | +94.1% | -25.3% | +119.4% | +108.8% |
| 3Y | +286.7% | +54.1% | +232.6% | +207.8% |
| All | +286.7% | +55.0% | +231.7% | +207.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling