-50.3%
CCI vs SM
+119.2%
-169.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -0.3% | -0.2% | 0.0% | -0.3% |
| 30D | +2.1% | +20.3% | -18.2% | +1.3% |
| 3M | -17.8% | +22.9% | -40.8% | -18.7% |
| 6M | -14.2% | +47.8% | -62.0% | -15.9% |
| YTD | -13.3% | +107.5% | -120.8% | -16.4% |
| 1Y | -16.6% | +51.7% | -68.4% | -18.8% |
| 3Y | -10.8% | -0.9% | -10.0% | -12.7% |
| 5Y | -50.3% | +112.2% | -162.6% | -50.9% |
| All | -50.3% | +119.2% | -169.5% | -50.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling