+228.7%
SMH vs CNP
+63.2%
+165.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.8% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -14.2% | +5.0% | -19.3% | -13.6% |
| 3M | -11.5% | +2.7% | -14.2% | -11.2% |
| 6M | -12.0% | -1.9% | -10.1% | -12.3% |
| YTD | +40.8% | +8.8% | +32.0% | +40.8% |
| 1Y | +44.9% | +5.6% | +39.2% | +44.9% |
| All | +228.7% | +63.2% | +165.5% | +225.9% |
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