+216.7%
SMH vs CVE
+142.8%
+73.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | -11.2% | -16.1% | +4.9% | -7.3% |
| 30D | -25.8% | -10.4% | -15.4% | -23.9% |
| 3M | -18.8% | -2.4% | -16.4% | -18.8% |
| 6M | -15.6% | -4.4% | -11.2% | -15.6% |
| YTD | +28.8% | +64.9% | -36.1% | +9.5% |
| 1Y | +32.6% | +66.0% | -33.5% | +12.2% |
| 3Y | +213.6% | +57.7% | +156.0% | +159.9% |
| All | +216.7% | +142.8% | +73.9% | +131.3% |
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