+324.2%
SMH vs CVS
+31.1%
+293.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +1.4% | -2.0% | +3.4% | +1.6% |
| 30D | -2.2% | +1.9% | -4.1% | -2.5% |
| 3M | -1.9% | -2.2% | +0.3% | -1.8% |
| 6M | +41.0% | +26.7% | +14.3% | +36.5% |
| YTD | +55.6% | +22.9% | +32.7% | +50.6% |
| 1Y | +86.8% | +32.9% | +53.9% | +78.9% |
| 3Y | +277.7% | +62.3% | +215.4% | +244.4% |
| 5Y | +324.2% | +34.2% | +289.9% | +323.6% |
| All | +324.2% | +31.1% | +293.1% | +323.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling