+1,149.6%
SMH vs CLBK
+65.5%
+1,084.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | -1.5% | +1.7% | +0.8% |
| 30D | -2.8% | -1.0% | -1.8% | -2.5% |
| 3M | -6.7% | +22.9% | -29.6% | -13.5% |
| 6M | +41.8% | +44.2% | -2.4% | +24.3% |
| YTD | +57.9% | +64.0% | -6.1% | +31.7% |
| 1Y | +87.6% | +65.7% | +22.0% | +55.3% |
| 3Y | +282.9% | +54.1% | +228.9% | +214.6% |
| 5Y | +330.4% | +44.7% | +285.7% | +236.1% |
| All | +1,149.6% | +65.5% | +1,084.2% | +805.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling