+69.3%
CCI vs SM
+18.0%
+51.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +2.5% | +9.4% | -6.9% | +2.3% |
| 30D | +14.4% | -14.4% | +28.8% | +14.8% |
| 3M | +21.7% | +1.6% | +20.1% | +21.5% |
| 6M | +4.0% | +6.3% | -2.3% | +3.6% |
| YTD | +6.2% | +78.8% | -72.6% | +4.2% |
| 1Y | +5.4% | +83.1% | -77.7% | +3.3% |
| 3Y | +11.7% | -5.9% | +17.6% | +10.6% |
| 5Y | -35.6% | +4.8% | -40.4% | -36.9% |
| All | +69.3% | +18.0% | +51.2% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling