-50.7%
CCI vs SIMO
+269.6%
-320.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.7% | -10.6% | -1.8% |
| 7D | -0.4% | +4.2% | -4.6% | -0.4% |
| 30D | +2.7% | +4.1% | -1.4% | +2.7% |
| 3M | -18.2% | -12.9% | -5.3% | -18.1% |
| 6M | -14.8% | +110.3% | -125.1% | -17.2% |
| YTD | -12.6% | +178.6% | -191.2% | -16.1% |
| 1Y | -16.7% | +220.0% | -236.7% | -20.7% |
| 3Y | -10.5% | +409.0% | -419.5% | -18.3% |
| All | -50.7% | +269.6% | -320.2% | -55.4% |
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