+1,789.8%
SMH vs CNP
+137.1%
+1,652.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.9% |
| 7D | +1.4% | -2.2% | +3.5% | +2.1% |
| 30D | -2.2% | -2.1% | -0.2% | -1.6% |
| 3M | -1.9% | -7.9% | +6.1% | +0.4% |
| 6M | +41.0% | -8.3% | +49.3% | +44.0% |
| YTD | +55.6% | +3.8% | +51.8% | +51.9% |
| 1Y | +86.8% | +5.9% | +81.0% | +80.7% |
| 3Y | +277.7% | +49.3% | +228.4% | +216.1% |
| 5Y | +324.2% | +69.3% | +254.9% | +235.6% |
| All | +1,789.8% | +137.1% | +1,652.7% | +1,096.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling