+1,161.1%
SMH vs CLBK
+66.9%
+1,094.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +5.2% | +1.1% | +4.1% | +4.8% |
| 30D | -1.5% | +7.8% | -9.3% | -4.1% |
| 3M | -4.1% | +23.9% | -27.9% | -11.3% |
| 6M | +50.8% | +42.3% | +8.4% | +32.8% |
| YTD | +59.3% | +65.4% | -6.1% | +32.5% |
| 1Y | +94.1% | +70.3% | +23.8% | +59.0% |
| 3Y | +286.7% | +54.5% | +232.3% | +217.5% |
| 5Y | +339.4% | +43.1% | +296.3% | +246.1% |
| All | +1,161.1% | +66.9% | +1,094.2% | +811.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling