+338.0%
SMH vs CNP
+70.6%
+267.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +4.3% | +0.7% | +3.7% | +4.2% |
| 30D | +0.9% | -0.1% | +0.9% | +0.8% |
| 3M | -2.8% | -5.6% | +2.8% | -2.2% |
| 6M | +45.6% | -7.5% | +53.1% | +46.9% |
| YTD | +59.5% | +5.5% | +54.0% | +55.8% |
| 1Y | +93.4% | +8.3% | +85.1% | +87.4% |
| 3Y | +287.1% | +51.8% | +235.3% | +233.6% |
| 5Y | +338.0% | +69.9% | +268.2% | +264.7% |
| All | +338.0% | +70.6% | +267.5% | +264.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling