+43.4%
SMH vs CTVA
+33.4%
+10.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.2% | -5.9% | -2.6% |
| 7D | -11.2% | +8.2% | -19.4% | -10.8% |
| 30D | -20.4% | -1.0% | -19.4% | -20.1% |
| 3M | -12.4% | +4.6% | -17.0% | -12.3% |
| 6M | -0.5% | +0.5% | -1.0% | -1.7% |
| YTD | +40.0% | +22.7% | +17.3% | +31.0% |
| 1Y | +43.4% | +32.0% | +11.4% | +29.5% |
| All | +43.4% | +33.4% | +10.0% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling