+286.7%
SMH vs CNP
+54.5%
+232.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +1.3% |
| 7D | +5.2% | +1.6% | +3.6% | +5.4% |
| 30D | -1.5% | -0.8% | -0.8% | -1.6% |
| 3M | -4.1% | -3.6% | -0.5% | -4.6% |
| 6M | +50.8% | -6.9% | +57.7% | +49.8% |
| YTD | +59.3% | +6.4% | +52.9% | +58.7% |
| 1Y | +94.1% | +9.9% | +84.1% | +93.2% |
| 3Y | +286.7% | +53.1% | +233.6% | +279.2% |
| All | +286.7% | +54.5% | +232.2% | +279.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling