+277.4%
SMH vs CRS
+620.4%
-343.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -1.7% |
| 7D | +1.4% | -4.1% | +5.5% | +2.8% |
| 30D | -2.2% | -16.6% | +14.4% | +4.0% |
| 3M | -1.9% | -14.3% | +12.4% | +3.7% |
| 6M | +41.0% | +11.6% | +29.4% | +36.1% |
| YTD | +55.6% | +42.6% | +13.0% | +38.3% |
| 1Y | +86.8% | +81.8% | +5.0% | +51.7% |
| All | +277.4% | +620.4% | -343.0% | +122.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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