+21.7%
CCI vs SIMO
+588.4%
-566.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -0.3% | +14.5% | -14.8% | -0.9% |
| 30D | +2.1% | +20.4% | -18.3% | +1.1% |
| 3M | -17.8% | +7.1% | -25.0% | -18.7% |
| 6M | -14.2% | +129.2% | -143.4% | -20.5% |
| YTD | -13.3% | +201.9% | -215.3% | -21.9% |
| 1Y | -16.6% | +235.5% | -252.1% | -25.8% |
| 3Y | -10.8% | +463.8% | -474.6% | -25.9% |
| 5Y | -50.3% | +306.7% | -357.0% | -58.1% |
| All | +21.7% | +588.4% | -566.6% | -10.5% |
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