+1,487.3%
SMH vs CVE
+132.7%
+1,354.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -6.7% | -10.0% | +3.3% | -4.7% |
| 30D | -19.8% | -11.9% | -8.0% | -17.8% |
| 3M | -15.1% | -5.9% | -9.1% | -14.3% |
| 6M | -14.6% | -1.6% | -13.1% | -15.1% |
| YTD | +34.3% | +66.3% | -32.0% | +18.7% |
| 1Y | +35.2% | +57.5% | -22.3% | +20.7% |
| 3Y | +211.7% | +65.4% | +146.3% | +171.1% |
| 5Y | +240.5% | +144.2% | +96.3% | +167.8% |
| 10Y | +1,487.3% | +135.5% | +1,351.8% | +925.4% |
| All | +1,487.3% | +132.7% | +1,354.6% | +925.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling