+632.5%
CCI vs SIMO
+2,080.4%
-1,448.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.7% | -3.1% |
| 7D | -0.1% | -22.0% | +21.9% | +2.5% |
| 30D | +28.4% | -43.0% | +71.4% | +36.3% |
| 3M | +20.0% | -39.1% | +59.1% | +25.4% |
| 6M | +0.8% | -33.3% | +34.1% | +1.9% |
| YTD | +3.6% | +77.0% | -73.4% | -10.6% |
| 1Y | +6.1% | +73.0% | -66.9% | -8.3% |
| 3Y | +7.2% | +215.7% | -208.5% | -17.7% |
| 5Y | -37.0% | +155.6% | -192.6% | -51.6% |
| 10Y | +54.2% | +388.4% | -334.2% | +0.8% |
| All | +632.5% | +2,080.4% | -1,448.0% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling