-9.9%
CCI vs SIMO
+462.5%
-472.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | +0.4% |
| 7D | +0.2% | +14.6% | -14.4% | +0.7% |
| 30D | +0.5% | +6.2% | -5.7% | +0.8% |
| 3M | -16.3% | +3.6% | -19.8% | -15.8% |
| 6M | -13.9% | +130.8% | -144.7% | -13.0% |
| YTD | -12.4% | +195.8% | -208.2% | -11.1% |
| 1Y | -15.2% | +225.0% | -240.2% | -13.7% |
| 3Y | -9.9% | +452.3% | -462.2% | -17.9% |
| All | -9.9% | +462.5% | -472.4% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling