+233.7%
SMH vs CVE
+158.6%
+75.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.1% |
| 7D | +4.9% | +5.9% | -1.0% | +3.5% |
| 30D | -13.8% | -10.9% | -3.0% | -11.5% |
| 3M | -17.4% | -4.5% | -12.9% | -16.8% |
| 6M | -15.0% | -1.0% | -14.0% | -15.6% |
| YTD | +35.2% | +74.7% | -39.6% | +13.4% |
| 1Y | +41.6% | +65.8% | -24.2% | +20.3% |
| 3Y | +215.6% | +73.2% | +142.4% | +156.1% |
| All | +233.7% | +158.6% | +75.0% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling