+87.6%
SMH vs CLBK
+68.0%
+19.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | -1.5% | +1.7% | +0.5% |
| 30D | -2.8% | -1.0% | -1.8% | -2.6% |
| 3M | -6.7% | +22.9% | -29.6% | -9.9% |
| 6M | +41.8% | +44.2% | -2.4% | +32.5% |
| YTD | +57.9% | +64.0% | -6.1% | +44.0% |
| 1Y | +87.6% | +65.7% | +22.0% | +74.4% |
| All | +87.6% | +68.0% | +19.7% | +74.4% |
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