+250.6%
SMH vs CNP
+75.8%
+174.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.9% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | -14.2% | +5.0% | -19.3% | -14.9% |
| 3M | -11.5% | +2.7% | -14.2% | -11.9% |
| 6M | -12.0% | -1.9% | -10.1% | -12.1% |
| YTD | +40.8% | +8.8% | +32.0% | +36.7% |
| 1Y | +44.9% | +5.6% | +39.2% | +41.7% |
| 3Y | +226.7% | +63.2% | +163.5% | +172.8% |
| 5Y | +250.6% | +73.8% | +176.8% | +181.2% |
| All | +250.6% | +75.8% | +174.8% | +181.2% |
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 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