+4,973.9%
SMH vs CVE
+89.9%
+4,884.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +2.9% |
| 7D | +2.5% | +2.5% | 0.0% | +1.9% |
| 30D | -0.5% | +16.7% | -17.2% | -4.1% |
| 3M | -9.6% | +9.3% | -18.9% | -11.9% |
| 6M | +42.1% | +43.6% | -1.5% | +29.0% |
| YTD | +57.4% | +93.6% | -36.1% | +32.7% |
| 1Y | +96.2% | +98.8% | -2.5% | +63.9% |
| 3Y | +267.9% | +73.6% | +194.3% | +211.6% |
| 5Y | +327.7% | +312.5% | +15.2% | +187.4% |
| 10Y | +1,764.6% | +161.0% | +1,603.6% | +1,082.2% |
| All | +4,973.9% | +89.9% | +4,884.0% | +3,219.6% |
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