+4,051.8%
SMH vs CVE
+61.8%
+3,989.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +3.8% |
| 7D | -11.2% | -16.1% | +4.9% | -7.5% |
| 30D | -25.8% | -10.4% | -15.4% | -24.0% |
| 3M | -18.8% | -2.4% | -16.4% | -18.7% |
| 6M | -15.6% | -4.4% | -11.2% | -15.6% |
| YTD | +28.8% | +64.9% | -36.1% | +12.4% |
| 1Y | +32.6% | +66.0% | -33.5% | +15.2% |
| 3Y | +213.6% | +57.7% | +156.0% | +171.5% |
| 5Y | +222.4% | +144.7% | +77.7% | +144.2% |
| 10Y | +1,429.6% | +139.2% | +1,290.4% | +884.7% |
| All | +4,051.8% | +61.8% | +3,989.9% | +2,710.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling