+286.7%
SMH vs CPRT
-27.3%
+314.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.9% |
| 7D | +5.2% | +0.4% | +4.8% | +5.1% |
| 30D | -1.5% | +9.9% | -11.5% | -3.8% |
| 3M | -4.1% | +5.6% | -9.7% | -5.8% |
| 6M | +50.8% | -13.6% | +64.4% | +60.4% |
| YTD | +59.3% | -16.7% | +76.0% | +71.4% |
| 1Y | +94.1% | -33.1% | +127.2% | +134.7% |
| 3Y | +286.7% | -27.1% | +313.8% | +314.9% |
| All | +286.7% | -27.3% | +314.1% | +314.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling