+96.2%
SMH vs CLBK
+73.3%
+22.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +2.5% | +1.2% | +1.3% | +2.3% |
| 30D | -0.5% | +9.1% | -9.6% | -1.8% |
| 3M | -9.6% | +27.7% | -37.3% | -13.3% |
| 6M | +42.1% | +40.8% | +1.2% | +33.2% |
| YTD | +57.4% | +66.4% | -8.9% | +43.4% |
| 1Y | +96.2% | +72.4% | +23.8% | +80.3% |
| All | +96.2% | +73.3% | +22.9% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling