+1,253.2%
SMH vs CPRT
+4,459.3%
-3,206.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.2% | +2.4% |
| 7D | +2.5% | +2.2% | +0.3% | +1.6% |
| 30D | -0.5% | +16.6% | -17.1% | -6.8% |
| 3M | -9.6% | +9.6% | -19.2% | -14.5% |
| 6M | +42.1% | -11.1% | +53.2% | +45.8% |
| YTD | +57.4% | -13.9% | +71.3% | +62.7% |
| 1Y | +96.2% | -32.5% | +128.7% | +123.6% |
| 3Y | +267.9% | -25.0% | +293.0% | +299.3% |
| 5Y | +327.7% | -7.4% | +335.0% | +328.2% |
| 10Y | +1,764.6% | +422.0% | +1,342.7% | +895.0% |
| All | +1,253.2% | +4,459.3% | -3,206.1% | +226.0% |
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