+91.5%
SMH vs CPRT
-33.1%
+124.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | -0.4% |
| 7D | +4.3% | -0.4% | +4.7% | +4.3% |
| 30D | +0.9% | +8.2% | -7.4% | +3.5% |
| 3M | -2.8% | +2.3% | -5.1% | -0.4% |
| 6M | +45.6% | -14.7% | +60.4% | +47.7% |
| YTD | +59.5% | -18.2% | +77.7% | +62.1% |
| All | +91.5% | -33.1% | +124.6% | +87.7% |
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