+1,253.2%
SMH vs CCL
+41.4%
+1,211.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | -5.0% | +7.6% | +4.2% |
| 30D | -0.5% | -20.3% | +19.9% | +7.0% |
| 3M | -9.6% | -15.1% | +5.5% | -5.1% |
| 6M | +42.1% | -15.1% | +57.2% | +48.0% |
| YTD | +57.4% | -21.8% | +79.2% | +67.4% |
| 1Y | +96.2% | -24.8% | +121.0% | +109.5% |
| 3Y | +267.9% | +51.9% | +216.1% | +201.4% |
| 5Y | +327.7% | +4.0% | +323.6% | +259.7% |
| 10Y | +1,764.6% | -42.2% | +1,806.9% | +1,385.4% |
| All | +1,253.2% | +41.4% | +1,211.8% | +504.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling