+327.2%
SMH vs CDE
+196.4%
+130.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +0.3% | -3.1% | +3.4% | +0.8% |
| 30D | -2.8% | +9.5% | -12.3% | -4.6% |
| 3M | -6.7% | +25.5% | -32.2% | -11.1% |
| 6M | +41.8% | -7.9% | +49.7% | +41.5% |
| YTD | +57.9% | +15.6% | +42.3% | +50.4% |
| 1Y | +87.6% | +34.0% | +53.6% | +72.5% |
| 3Y | +282.9% | +791.9% | -509.0% | +151.2% |
| All | +327.2% | +196.4% | +130.8% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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