+1,061.7%
SMH vs CCL
+76.7%
+985.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +4.9% | -1.2% | +6.1% | +5.3% |
| 30D | -13.8% | +13.1% | -26.9% | -17.3% |
| 3M | -17.4% | +3.4% | -20.8% | -18.8% |
| 6M | -15.0% | +18.7% | -33.7% | -20.5% |
| YTD | +35.2% | -2.3% | +37.4% | +33.0% |
| 1Y | +41.6% | +14.2% | +27.4% | +31.8% |
| 3Y | +215.6% | +133.6% | +82.0% | +124.9% |
| 5Y | +233.2% | +33.5% | +199.7% | +158.6% |
| 10Y | +1,458.7% | -32.8% | +1,491.4% | +1,087.1% |
| All | +1,061.7% | +76.7% | +985.0% | +380.6% |
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