+338.0%
SMH vs CCL
+1.3%
+336.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | +4.3% | -4.4% | +8.7% | +5.9% |
| 30D | +0.9% | -18.2% | +19.1% | +7.6% |
| 3M | -2.8% | -17.7% | +14.9% | +3.1% |
| 6M | +45.6% | -13.0% | +58.6% | +50.5% |
| YTD | +59.5% | -24.5% | +83.9% | +71.6% |
| 1Y | +93.4% | -26.9% | +120.4% | +108.7% |
| 3Y | +287.1% | +50.8% | +236.3% | +216.9% |
| 5Y | +338.0% | -0.9% | +339.0% | +275.5% |
| All | +338.0% | +1.3% | +336.8% | +275.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling