+41.0%
SMH vs CPAY
+26.5%
+14.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.4% |
| 7D | +1.4% | -2.7% | +4.1% | +1.3% |
| 30D | -2.2% | +0.6% | -2.8% | -2.2% |
| 3M | -1.9% | +17.0% | -18.9% | -1.7% |
| 6M | +41.0% | +24.1% | +16.9% | +39.0% |
| All | +41.0% | +26.5% | +14.5% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 6mo: compounded portfolio wealth divided by compounded CPAY 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…
6mo analysis · Full analysis span regression · 6 months rolling