+3,906.5%
SMH vs CVE
+62.8%
+3,843.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -2.7% | -8.5% | -10.6% |
| 7D | -20.3% | -14.1% | -6.2% | -17.5% |
| 30D | -29.2% | -11.6% | -17.6% | -27.3% |
| 3M | -21.4% | 0.0% | -21.5% | -21.8% |
| 6M | -14.3% | -8.4% | -6.0% | -13.5% |
| YTD | +24.3% | +65.9% | -41.6% | +8.3% |
| 1Y | +24.9% | +69.4% | -44.5% | +8.1% |
| 3Y | +203.5% | +55.9% | +147.6% | +163.4% |
| 5Y | +211.2% | +146.2% | +65.0% | +135.3% |
| 10Y | +1,376.1% | +140.6% | +1,235.5% | +849.0% |
| All | +3,906.5% | +62.8% | +3,843.8% | +2,609.0% |
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 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