+96.2%
SMH vs CPRT
-31.2%
+127.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.7% |
| 7D | +2.5% | +2.2% | +0.3% | +3.1% |
| 30D | -0.5% | +16.6% | -17.1% | +4.2% |
| 3M | -9.6% | +9.6% | -19.2% | -5.9% |
| 6M | +42.1% | -11.1% | +53.2% | +45.8% |
| YTD | +57.4% | -13.9% | +71.3% | +62.1% |
| 1Y | +96.2% | -32.5% | +128.7% | +92.9% |
| All | +96.2% | -31.2% | +127.4% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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