+5.4%
CCI vs SIMO
+90.9%
-85.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.6% | +6.9% | +1.0% |
| 7D | +2.5% | +4.1% | -1.6% | +2.7% |
| 30D | +14.4% | -24.0% | +38.4% | +13.4% |
| 3M | +21.7% | -31.8% | +53.4% | +20.6% |
| 6M | +4.0% | -36.9% | +40.9% | +3.1% |
| YTD | +6.2% | +84.8% | -78.6% | +6.3% |
| 1Y | +5.4% | +99.0% | -93.6% | +4.8% |
| All | +5.4% | +90.9% | -85.5% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling