+277.4%
SMH vs CTVA
+75.4%
+201.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +1.4% | -4.7% | +6.1% | +2.3% |
| 30D | -2.2% | +11.1% | -13.3% | -4.4% |
| 3M | -1.9% | +13.7% | -15.6% | -5.5% |
| 6M | +41.0% | +11.2% | +29.8% | +36.2% |
| YTD | +55.6% | +26.9% | +28.7% | +45.1% |
| 1Y | +86.8% | +18.8% | +68.0% | +76.7% |
| All | +277.4% | +75.4% | +201.9% | +226.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling