+338.0%
SMH vs CPRT
-8.8%
+346.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | +4.3% | -0.4% | +4.7% | +4.4% |
| 30D | +0.9% | +8.2% | -7.4% | -4.0% |
| 3M | -2.8% | +2.3% | -5.1% | -6.2% |
| 6M | +45.6% | -14.7% | +60.4% | +57.2% |
| YTD | +59.5% | -18.2% | +77.7% | +75.2% |
| 1Y | +93.4% | -33.4% | +126.8% | +145.8% |
| 3Y | +287.1% | -28.3% | +315.4% | +340.1% |
| 5Y | +338.0% | -9.8% | +347.9% | +285.2% |
| All | +338.0% | -8.8% | +346.9% | +285.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling