+211.7%
SMH vs CPRT
-32.3%
+244.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -6.7% | +4.0% | -10.7% | -7.1% |
| 30D | -19.8% | +18.2% | -38.1% | -21.5% |
| 3M | -15.1% | +9.2% | -24.2% | -16.2% |
| 6M | -14.6% | -4.8% | -9.8% | -12.5% |
| YTD | +34.3% | -17.5% | +51.8% | +45.1% |
| 1Y | +35.2% | -22.0% | +57.2% | +50.0% |
| 3Y | +211.7% | -33.7% | +245.4% | +263.5% |
| All | +211.7% | -32.3% | +244.0% | +263.5% |
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