+87.6%
SMH vs CLS
+37.8%
+49.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.6% | -5.1% | -0.6% |
| 7D | +0.3% | +10.9% | -10.7% | -3.1% |
| 30D | -2.8% | +2.1% | -4.9% | -3.8% |
| 3M | -6.7% | -10.2% | +3.5% | -4.8% |
| 6M | +41.8% | +30.4% | +11.4% | +27.8% |
| YTD | +57.9% | +17.2% | +40.6% | +44.3% |
| 1Y | +87.6% | +41.0% | +46.6% | +60.1% |
| All | +87.6% | +37.8% | +49.8% | +60.1% |
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