+67.1%
CCI vs SIMO
+423.7%
-356.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +0.8% |
| 7D | -1.4% | +14.9% | -16.3% | -2.0% |
| 30D | +12.7% | -27.0% | +39.7% | +14.0% |
| 3M | +23.0% | -25.4% | +48.4% | +24.0% |
| 6M | +0.6% | -30.3% | +30.9% | +0.7% |
| YTD | +4.9% | +95.8% | -90.9% | -4.3% |
| 1Y | +0.7% | +100.0% | -99.3% | -8.4% |
| 3Y | +10.2% | +238.3% | -228.0% | -6.8% |
| 5Y | -36.4% | +187.6% | -224.0% | -46.6% |
| All | +67.1% | +423.7% | -356.6% | +23.8% |
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 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