+1,523.4%
SMH vs CVE
+144.4%
+1,379.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.7% | +2.1% | +4.3% |
| 7D | +0.5% | +0.1% | +0.5% | +0.6% |
| 30D | -14.2% | -10.8% | -3.4% | -12.3% |
| 3M | -11.5% | -4.3% | -7.2% | -11.0% |
| 6M | -12.0% | -1.5% | -10.6% | -12.5% |
| YTD | +40.8% | +70.7% | -29.9% | +23.8% |
| 1Y | +44.9% | +58.1% | -13.2% | +29.3% |
| 3Y | +226.7% | +69.8% | +156.9% | +182.7% |
| 5Y | +250.6% | +148.9% | +101.7% | +174.6% |
| 10Y | +1,523.4% | +143.5% | +1,379.9% | +943.4% |
| All | +1,523.4% | +144.4% | +1,379.0% | +943.4% |
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