+225.3%
SMH vs CVE
+73.1%
+152.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | +12.1% | +4.6% | +7.4% | +10.8% |
| 30D | -14.7% | -12.0% | -2.7% | -12.0% |
| 3M | -14.2% | -3.8% | -10.4% | -13.9% |
| 6M | -10.6% | -2.7% | -7.9% | -10.9% |
| YTD | +39.3% | +73.6% | -34.3% | +12.0% |
| 1Y | +41.6% | +62.0% | -20.5% | +16.5% |
| All | +225.3% | +73.1% | +152.2% | +149.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling