+43.4%
SMH vs CNI
+37.5%
+5.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.9% | -3.0% |
| 7D | -11.2% | +3.7% | -14.9% | -11.6% |
| 30D | -20.4% | +8.1% | -28.5% | -21.5% |
| 3M | -12.4% | +1.9% | -14.3% | -12.5% |
| 6M | -0.5% | +19.2% | -19.7% | -5.7% |
| YTD | +40.0% | +32.7% | +7.3% | +27.2% |
| 1Y | +43.4% | +37.0% | +6.4% | +28.3% |
| All | +43.4% | +37.5% | +5.8% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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