+1,061.7%
SMH vs CPRT
+4,203.8%
-3,142.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | +4.9% | -0.4% | +5.3% | +5.1% |
| 30D | -13.8% | +21.2% | -35.0% | -20.7% |
| 3M | -17.4% | +8.3% | -25.7% | -21.3% |
| 6M | -15.0% | -3.4% | -11.6% | -16.7% |
| YTD | +35.2% | -18.7% | +53.9% | +41.1% |
| 1Y | +41.6% | -23.5% | +65.1% | +51.5% |
| 3Y | +215.6% | -34.2% | +249.8% | +256.4% |
| 5Y | +233.2% | -18.2% | +251.4% | +246.1% |
| 10Y | +1,458.7% | +370.9% | +1,087.7% | +754.0% |
| All | +1,061.7% | +4,203.8% | -3,142.1% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling