+19.6%
CCI vs SIMO
+557.5%
-537.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.7% | -1.5% |
| 7D | -4.4% | +12.5% | -16.9% | -4.9% |
| 30D | +0.3% | +18.4% | -18.1% | -0.6% |
| 3M | -20.0% | +5.6% | -25.6% | -20.8% |
| 6M | -14.5% | +116.9% | -131.4% | -20.6% |
| YTD | -14.9% | +188.4% | -203.3% | -23.1% |
| 1Y | -17.7% | +221.3% | -238.9% | -26.6% |
| 3Y | -12.4% | +438.6% | -450.9% | -27.1% |
| 5Y | -50.1% | +287.9% | -338.0% | -57.9% |
| All | +19.6% | +557.5% | -537.9% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SIMO 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling