-36.9%
CCI vs SIMO
+154.7%
-191.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.7% | -2.6% |
| 7D | -0.1% | -22.0% | +21.9% | -0.1% |
| 30D | +28.4% | -43.0% | +71.4% | +28.5% |
| 3M | +20.0% | -39.1% | +59.1% | +20.1% |
| 6M | +0.8% | -33.3% | +34.1% | +0.4% |
| YTD | +3.6% | +77.0% | -73.4% | -0.5% |
| 1Y | +6.1% | +73.0% | -66.9% | +1.9% |
| 3Y | +7.2% | +215.7% | -208.5% | -2.0% |
| All | -36.9% | +154.7% | -191.6% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling