+405.8%
SMH vs CPNG
-76.7%
+482.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.9% |
| 7D | +5.2% | -6.3% | +11.5% | +6.8% |
| 30D | -1.5% | -8.7% | +7.2% | +0.4% |
| 3M | -4.1% | -2.4% | -1.6% | -4.4% |
| 6M | +50.8% | -22.3% | +73.1% | +57.4% |
| YTD | +59.3% | -37.2% | +96.5% | +74.7% |
| 1Y | +94.1% | -53.0% | +147.1% | +128.4% |
| 3Y | +286.7% | -20.0% | +306.8% | +291.9% |
| 5Y | +339.4% | -52.8% | +392.2% | +343.3% |
| All | +405.8% | -76.7% | +482.5% | +411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling