+84.9%
SMH vs CVS
+33.2%
+51.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.4% | -2.0% | +3.4% | +1.4% |
| 30D | -2.2% | +1.9% | -4.1% | -2.3% |
| 3M | -1.9% | -2.2% | +0.3% | -1.8% |
| 6M | +41.0% | +26.7% | +14.3% | +38.0% |
| YTD | +55.6% | +22.9% | +32.7% | +51.3% |
| All | +84.9% | +33.2% | +51.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 1y: compounded portfolio wealth divided by compounded CVS 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…
1y analysis · Full analysis span regression · 6 months rolling