+96.2%
SMH vs CPNG
-45.9%
+142.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.4% | +4.0% | +2.9% |
| 7D | +2.5% | -7.4% | +10.0% | +3.9% |
| 30D | -0.5% | -4.4% | +4.0% | +0.2% |
| 3M | -9.6% | -7.5% | -2.1% | -9.4% |
| 6M | +42.1% | -19.9% | +62.0% | +44.0% |
| YTD | +57.4% | -35.2% | +92.6% | +68.0% |
| 1Y | +96.2% | -46.8% | +143.0% | +125.9% |
| All | +96.2% | -45.9% | +142.1% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling