+87.6%
SMH vs CPNG
-52.8%
+140.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.9% |
| 7D | +0.3% | -1.1% | +1.4% | +0.4% |
| 30D | -2.8% | -7.4% | +4.6% | -1.6% |
| 3M | -6.7% | -12.3% | +5.6% | -5.2% |
| 6M | +41.8% | -19.4% | +61.2% | +43.3% |
| YTD | +57.9% | -35.9% | +93.8% | +70.4% |
| 1Y | +87.6% | -53.4% | +141.0% | +126.7% |
| All | +87.6% | -52.8% | +140.4% | +126.7% |
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