+126.9%
SMH vs CRCL
+31.3%
+95.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +0.3% | -11.2% | +11.5% | +1.0% |
| 30D | -2.8% | +27.1% | -29.9% | -4.5% |
| 3M | -6.7% | +9.6% | -16.4% | -7.9% |
| 6M | +41.8% | -19.7% | +61.5% | +41.4% |
| YTD | +57.9% | +14.2% | +43.6% | +53.9% |
| 1Y | +87.6% | -32.2% | +119.9% | +84.2% |
| All | +126.9% | +31.3% | +95.6% | +132.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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