+327.2%
SMH vs CTVA
+102.9%
+224.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +0.3% | -4.5% | +4.8% | +1.6% |
| 30D | -2.8% | +11.3% | -14.1% | -6.0% |
| 3M | -6.7% | +12.3% | -19.0% | -10.9% |
| 6M | +41.8% | +7.2% | +34.6% | +37.1% |
| YTD | +57.9% | +26.0% | +31.9% | +44.5% |
| 1Y | +87.6% | +16.0% | +71.6% | +75.8% |
| 3Y | +282.9% | +73.9% | +209.0% | +207.9% |
| All | +327.2% | +102.9% | +224.3% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling