+286.8%
SMH vs CVS
+62.1%
+224.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.1% |
| 7D | +4.3% | -1.9% | +6.2% | +4.4% |
| 30D | +0.9% | -0.3% | +1.2% | +0.9% |
| 3M | -2.8% | -1.1% | -1.7% | -2.8% |
| 6M | +45.6% | +23.7% | +21.9% | +44.3% |
| YTD | +59.5% | +23.0% | +36.5% | +57.8% |
| 1Y | +93.4% | +37.2% | +56.3% | +91.0% |
| All | +286.8% | +62.1% | +224.7% | +283.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling