+1,469.9%
SMH vs CVE
+136.7%
+1,333.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.5% | +5.0% |
| 7D | -4.1% | -10.1% | +6.0% | -2.0% |
| 30D | -19.2% | -12.1% | -7.1% | -17.1% |
| 3M | -16.4% | -1.9% | -14.5% | -16.4% |
| 6M | -14.0% | -1.8% | -12.1% | -14.4% |
| YTD | +35.3% | +65.8% | -30.4% | +19.7% |
| 1Y | +40.4% | +60.8% | -20.4% | +24.8% |
| 3Y | +226.8% | +70.1% | +156.7% | +182.7% |
| 5Y | +232.3% | +134.8% | +97.5% | +163.3% |
| 10Y | +1,469.9% | +130.1% | +1,339.9% | +914.8% |
| All | +1,469.9% | +136.7% | +1,333.3% | +914.8% |
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