+43.4%
SMH vs CLS
-28.7%
+72.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.1% | +6.3% | +0.3% |
| 7D | -11.2% | -21.1% | +10.0% | -4.1% |
| 30D | -20.4% | -38.2% | +17.8% | -7.4% |
| 3M | -12.4% | -36.3% | +23.9% | 0.0% |
| 6M | -0.5% | -43.8% | +43.3% | +16.8% |
| YTD | +40.0% | -20.0% | +60.1% | +44.3% |
| 1Y | +43.4% | -29.6% | +73.0% | +51.6% |
| All | +43.4% | -28.7% | +72.1% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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