+64.7%
CCI vs SIMO
+395.4%
-330.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +1.8% |
| 7D | +3.2% | -16.0% | +19.2% | +3.9% |
| 30D | +12.2% | -35.8% | +47.9% | +14.2% |
| 3M | +23.1% | -26.5% | +49.6% | +24.2% |
| 6M | +1.3% | -33.0% | +34.3% | +1.5% |
| YTD | +4.5% | +84.3% | -79.9% | -4.4% |
| 1Y | +2.3% | +82.0% | -79.7% | -6.4% |
| 3Y | +9.8% | +218.5% | -208.7% | -6.9% |
| 5Y | -36.5% | +175.0% | -211.5% | -46.6% |
| 10Y | +64.7% | +407.5% | -342.8% | +21.4% |
| All | +64.7% | +395.4% | -330.7% | +21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling